My 4 year old son

I dont mean to be rude, but how many of the above posters have actually tried teaching a four year old?  (Mine is 5 now, but I started at late 4)  The most important things are (1) dont present too much at once; and (2) MAKE IT FUN!  If you make it teaching-intensive and not fun intensive ... well I dont know your kid, but my kid would never have gotten out of the gate. 

(1) start with pawns, and play the "pawn game", which is where each side has only pawns in the usual spot, and the winner is the one who gets a pawn to the end.  Making a "munch" "gobble" or similar sound when you eat a pawn is optional.  I'm being totally serious, anything to keep it fun. 

(2) add the king to the pawn game, in his usual spot.  Game ends when the king gets eaten (yes eaten) or you get a pawn to the end.  Check and checkmate is for later. 

(3) teach each piece separately and do some "problems" before you integrate the piece into your games.  Start with the rook as its easier.  By problems I mean, can you get the rook over here to eat that pawn within two moves?  Simple, simple stuff.  Later, once that is mastered, you could show them a king/pawn fork with the rook, and see if they can get that.  You CANT take too much time with this stuff, or they get bored...or at least mine did.  The learning needs to be fun.  Clapping, hooray, or whatever it takes to make it fun. 

(4) the knight is BY FAR the hardest piece and requires extra effort and multiple sessions.  Teach the "L" movement, and that it "jumps".  Some minigames are necessary for them to get it.  Put random pieces all over the board and tell them they have to see how many they can eat in 5 minutes or something -- put their "highscore" on the fridge or something. 

(5) CHESSTEMPO.COM -- once they get the moves, get a chesstempo account for the kid, set problems to "easy" and get like 20 wrong in a row to lower the start rating from 1200 down to 700 or 800.  At that level, 95% of the problems are the last piece that moved can be eaten for free.  Explain the rating concept and let them know when they get a "highscore".  Also fuss over them getting 5 in a row right, 10 in a row, whatever. 

(6) when you get to a full game, start with king can be eaten.  Keep the teaching to a minimum, since remember, it needs to be fun first.  Play like a moron, giving the kid chances to eat your king.  Yeah, letting them win now and then is controversial, but trust me, it makes it more fun for them.  Plus, I NEVER LIED TO MY KID, I told him that I was making fun moves and not trying my hardest, but he would still need to play good to beat me.  They blank that out and move on, loving when they "beat" you.  Eventually, once they already enjoy it, you can add a bit more teaching.  "Daddy is moving his king out to get you, but your not supposed to, because if you do he can be eaten.  Its better to take out your other guys first, like your knight."   

This has worked pretty well for me.  Your mileage may vary. 

Let him watch you for a week. Then play him as black. If his first move is e4 then continue his training.

I was going to, but yes some things are just better left alone...