Light bulbs won't dim
Dimming LED lamps is not straightforward.  LED lamps contain relatively complex control circuitry (here is an example of a "simple" DIY version) to convert mains-voltage AC into low-voltage DC.  There are various designs of LED driver circuits, which have different characteristics.

Dimmer switches also come in different designs.  The two main types are "leading edge" and "trailing edge" (for more information Google these terms or e.g. see this page).  Some more sophisticated models can be programmed to operate in either mode.  In addition, dimmer switches are rated with both maximum and minimum power handling and will not function or be damaged outside those limits.

So there are a few possible reasons for your problem:


your four LED lamps are below the minimum wattage rating of your dimmer.  This seems most likely given that increasing the load by adding one incandescent works.
your dimmer type is not compatible with your LED lamps.  Adding the incandescent lamp may alter the load characteristics enough that the dimmer switch then works (though with a risk of premature lamp or dimmer failure)
your dimmer is a programmable one and is in the wrong mode for your LED lamps (you will need the instruction manual for the dimmer switch for how to change it - e.g. mine are programmed using a complex sequence of quarter and half turns and on-and-off switches that needs safe-breaking skills to get right)