Are you trying to import 4 seperate images into four LAYERS? Perhaps missed something in translation.
Import the images and then use the cursor tool to drag the other three onto your "base" image.
When you do this the image will not look like it is dragging, but the cursor will change to indicate it is working.
...or if you really mean channels, just copy/paste them into the target channels in a new CMYK document.
These are four separate wavelength images( greyscale TIFFs) gathered on a flourescent microscope of the same cells. When I only have three. importing into an RGB image works fine, but I'm not sure what to do with the fourth wavelength(channel).