J.D.
I still have the same issue with my 6 year old. It's harder for a 4 year old to understand, but I try to explain the difference between a baby and a big girl when my daughter starts to whine. My daughter loves the fact that she's getting to be a big girl, so it helps some with us. One other thing I do though, is I've started threatening to take things away, like dessert. Or I've told her that if she wants to act like a baby then we'll give all her big girl toys away and start treating her like a baby again. Both of these options (and a few others we've tried) usually only work temporarily. Although, in the end, I think it's just one of those stages that they eventually grow out of. Hang in there.