It sounds like your XBee Routers may not be properly provisioned to the Coordinator. Easy method would be to hit the Reset button 4 times in rapid succession per XBee Router. Alternately, you could API packetize the command "CB4", and it would have the same effect as hitting the Reset button 4 times.
If you really want to make sure they associate, set all four devices for a common PAN ID, then use the SC parameter to narrow the range of channels they can choose.
Here's a nice resource page you might want to check out: http://www.digi.com/wiki/developer/index.php/Category:Working_with_Zigbee
The SC information is discussed in an article on that page called "Channels, ZigBee".