One factor you will want to consider is the attention span of your son when trying to set up a way to teach him. At four I am not so sure that there are many coaches out there teaching preschoolers chess, but perhaps there might be.
When I began teaching my son, I started with the basics such as how to move the pieces, how to check, castle etc. I did not teach him about en passant capturing or even anything with tactics aside from simple pins and forks. i kept the time limit to teach very short, 15-30 mins at most.
As he got older, I began to show him basic checkmates and some other tactics such as decoy and skewers.
later, I found a CD-Rom called "Maurice Ashley Teaches chess" that was excellent for him to learn with (perhaps you might find a copy on amazon.com).
Finally, I had him play as many people as possible and have them help explain why he lost or how he won, including against his younger brother and older sister. The more experience they get playing, especially in their early years, the more they will retain later on in their lives.
You might look into scholastic chess programs or USCF links as well to find more information. hope all this helps.
My son has become obsessed with chess. I think he would play every waking moment if his parents allowed it. He can routinely beat out iPad chess program on easy, but is quickly beaten on medium difficulty.
He knows that I can beat the computer on medium diffiulty and wants me to "show him how."
There are some teach-your-kid-chess books on Amazon, and I tried Murray Chandler's Chess for Children. That book has helped, but it's not quite doing the trick.
I think instead of looking at books, I'd like to play some "quasi-chess" type games to get him to focus on certain concepts. For instance, we started playing games with only Kings and Rooks to learn more about checking and mating. This helped tremendously.
Can anyone recommend other similar exercieses? Or does anyone have general advice about playing chess with youngsters?