Wiring up a 4 pin DVD drive stepper motor?
4 pins would most likely be a bipolar stepper motor.  Two pins per coil (often two coils in series, but seen as one coil), two coils (or coil pairs): 



Grab a small battery (AA) and see which pairs make the stepper twitch.  Those are your two coil pairs.  

How do you know if you have the coils connected the "right" way? Well, what is the "right" way?  With a bipolar stepper you drive the coils in both directions at different times, so it's just a question of which way you drive them when.  If you don't drive them in the right way in the right sequence then the motor won't "step", it'll just shake.