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It actually depends on the year...
Just about all 2002 and 2003 models number the glow plugs in reverse order to the cylinder numbering. Theoretically by 2004 they got it to be the same, but we've heard reports of random numbering - due to harness inconsistencies... Chances are your number 4 glow plug is the one closest to the transmission, but I would use a digital ohmmeter (or multimeter - Harbor Freight has a cheapo that will do the trick) to check each of the glow plugs... they should all read somewhere between 0.6 and 1.2 ohms... precise number isn't important, but they should all read more or less the same.
There's also a chance that your error code is due to corrosion in the wiring harness... sometimes just removing and replacing the harness is enough to get rid of enough of the corrosion to make it possible to erase the code... Some people use an anti-oxidant such as DeOxit D5 to remove the corrosion chemically... (it sometimes takes a few applications, but eventually you'll need to replace the harness...)
Yuri