Nope, that's normal with new dreads. Four weeks is not very long for you to have them in, and especially with short, thick, straight hair you can expect it too take a bit longer for them to actually start locking up. Swimming in chlorine or salt water actually helps to get dreads to tighten. Sitting out in the sun afterwards really helps them to tighten up lots, too! But don't worry about them too much, sounds like you're doing everything right - just wax them up again after you swim or wash your hair, after they have completely dried.