Soldering 4 gauge wire properly is going to be tough unless you have one hell of a soldering iron. One of the connectors already mentioned would probably be better option for you. You could also use a fuse block or circuit breaker if you have an extra laying around.
with that large of wire you are better off getting either a proffessional crimping tool and aluminum connectors(at any commercial electronics supply store) or better yet follow the instruction given by smd... soldering is not going to work for you, it will require so much heat to get an actual good mechanical/electrical connection that you will melt the insulation on the wire WAY before you get the wire itself thouroughly hot enough to pull the solder through it.
there are a couple of good threads in here about soldering-definatley do a search. Hope everything works for ya!
An iron won't do it for solder, but a torch will. Thing is, as relatively cheap as 4ga is, you could just buy a new piece for the same price or less as the supplies that you would need to splice it and the new piece wouldn't be hack.