It sounds from the way your pattern states what to do that they are suggesting you use 4 needles to put the stitches on and a 5th to knit with. I'm like Jan, I prefer to work with 3 holding needles and a 4th to knit with. But....if a pattern says to use 4 holding needles I do it their way because that way I won't get myself confused if they say to do something with the stitches on a certain needle or start moving things around.
Like Jan says it is probably possible to do any pattern that calls for 5 needles on 4, I'm just chicken.
I need to try it and see what happens so I won't be such a weenie.
I think the dpns come in sets of 4 or 5 because some patterns/people/cultures do it one way and some another. It seems to me they should always come in sets of 5 so you can do it either way, but I guess the folks that make sets of 4 don't believe in that much "diversity".