Alright, me matey, here's what ya do. Look in the php of your archives page (usually archives.php) and look for the php code that tells the archives to appear. It should look like this:
<?php wp_get_archives(); ?>
It might, however, look like this:
<?php wp_get_archives('some numbers or modifiers'):?>
What you want to do is change (or add) the modifiers.
For instance, you can do this to get the last 12 months:
<?php wp_get_archives('type=monthly&limit=12'); ?>
To do what you want, make it this:
<?php wp_get_archives('type=monthly&limit=4'); ?>
If you want to learn more about the Archive function, check it out on the codex:
Hope that helps.