I use mac osx, but as you know, MT4 is running only on windows operating systems

So, I found a way how to install it on Mac OSX

1- install Apple Xcode, download it from apple.com developers, you need yo create an account

2- Install MacPorts, from http://www.macports.org/

3- Configure mac ports
$ echo export PATH=/opt/local/bin:/opt/local/sbin:\$PATH$'\n'export MANPATH=/opt/local/man:\$MANPATH | sudo tee -a /etc/profile
export PATH=/opt/local/bin:/opt/local/sbin:$PATH
export MANPATH=/opt/local/man:$MANPATH
$ if [ `sysctl -n hw.cpu64bit_capable` -eq 1 ] ; then echo "+universal" | sudo tee -a /opt/local/etc/macports/variants.conf; else echo "not 64bit capable"; fi
4- Installing wine using mac ports
$ sudo port install wine-devel
5- Installing MetaTrader4
5.a: download the files mfc40.dll and mfc42.dll. (search in google)
,5.b: move dlls to the directory ./wine/drive_c/windows/system32/
5.c: Download wingding.ttf font and move it to windows/Fonts direcotry
5.d Download metatrader4 (http://www.metatrader4.com/files/mt4setup.exe)
5.e install metarader, open the terminal window
wine mt4setup.exe
6. Run metatrader (from terminal)
wine ./wine/drive_c/Programs/Meta\ Trader4/terminal.exe

Hope this will help someone