Four weeks is not very long for you to have them in, and especially short hair will still need a lot of backcombing and palmrolling to stick together. Swimming in chlorine or salt water actually helps to get dreads to tighten. Sitting out in the sun after that really helps them to tighten up lots, too (just remember to rinse your scalp.) But don't worry about them too much, sounds like you're doing everything right - just wax them up again afterwards, once they're totally dry.