For an easy way to do it, you could use the Media Player module and check out this Wiki page:
http://code.google.com/p/moodle-mplayer/wiki/MediaPlayerInMoodleQuizzes
You can deploy the four videos in one player instance as a playlist and label them clearly as A, B, C and D, for example. Then users choose the correct letter for the corresponding video.
Using playlists is generally a better idea because it prevents more than one video from playing at the same time and multiple video player instances can put a heavy strain on users' CPUs, especially if they have older computers.
I hope this helps!