I Have a Cry Baby....

How do you react when he is crying? He may be continuing this because of the attention he is getting. If there is anyway possible to ignore it, the do so. Let him know that you will help him, talk to him, listen etc, but that you can't if he is crying. Once he stops crying then give him the attention. Tell him he is a big boy, good job etc.

He will grow out of it, but he may need some help from you. Stay firm and consistent and I'm sure it will pass!

Have you tried just putting him in his bedroom with the door closed and explain to him that the crying is annoying you and he can come out only when he is ready to stop crying? My children, now grown, just hated to be sent to their rooms and were willing to change their behaviour just to be allowed to be with the family downstairs. The real trick is to be consistent. If he cries when you are shopping or out in public, tell him that he will have to stay in his room when you get home. Then ignore him. If he doesn't get attention from anyone when he cries, he will learn not to do it.
Another thing that I did with my children was to copy their behavior when we were alone at home together and they were happily playing with something. I would sit down beside them and whine and cry. When they looked at me like I was crazy, I explained that I was just behaving like they did. I asked them if they thought that was the correct way to behave.

Where does the 4 year old spend her day, at pre-school? If so, then send him there too, or at least to a Mother-Day-Out two or three times a week. He cries because he's home alone with you all day. He cried because he knows it'll get your attention. The next time, tell him you refuse to listen to him cry and he must do it alone in his room, and don't let him come out until he stops. This worked wonders with my nephew. Let's face it. It's no fun to cry if nobody is paying any attention.