What does probe number and segmentation mean in copy number variation (CNV) data
The data you posted looks like it was produced by GISTIC, a program commonly used by TCGA to detect copy number changes. Assuming the data really is GISTIC-produced, my understanding is that "Segment_Mean" refers to the average Log2 Ratio of the probes in that particular segment. Looks like the copy-number of your 4-probe segment in your example is slightly less than half the copy-number of the longer segment. 

You can also try using the GISTIC Google-Group to learn more.