The Nikon D4 requires Lightroom 4.1 to read the NEF files.
The D4S requires LR 5.4 to read the NEF files.
What version of LR are you running?
If you are running an older version, you need to upgrade to a newer version, or download the DNG converter and convert the NEF files to DNG then import the DNG files.
If you have no later than LR3, I would highly recommend upgrading because you are missing huge improvements made in the last five years.
I have Lightroom 4... So I just downloaded LR 5.4 & it's Windows ... So how do I run it on a Mac?
Even if you could run 5.4 on your Mac, you won't be able to buy it from Adobe. You'll either have to get version 6 which will cost you money for the upgrade, or you can download 4.4.1 for free from here: Adobe - Lightroom : For Macintosh That version will work with your raw files.