You don't buy a key "4 steps above" you buy a key "one fourth above", which is 5 half steps.
You need to know your chromatic scale. It's easy. You can download my "Cheater Music Theory" pdf file on the Ukulele page of my site (link in sig) and it'll give you some good grounding but I'll quickly jump through the rules.
The chromatic scale consists of the letters A through G plus sharps (#) and flats (b). This makes 12 half steps.
There is a sharp/flat between every letter except B and C, and E and F. Therefore it looks like this:
A -- A#/Bb -- B -- C -- C#/Db -- D -- D#/Eb -- E -- F -- F#/Gb -- G -- G#/Ab
When you get to the end of the notes you "wrap around" do the beginning again. The sharps/flats are the same note, just named differently depending on the key. Don't stress overmuch about that right now.
So... If you want to play blues/rock/etc. in the key of G you start at G and...
- Go up a half-step to G#
- Go up a half-step to A (note how you've wrapped around to the beginning)
- Go up a half-step to A#
- Go up a half-step to B
- Go up a half-step to C (remember, no sharp/flat between B/C or E/F)
... see? Five half-steps, aka a "perfect fourth" in music talk.
Work it out for F and you'll see why it turns out to be Bb.
It's even easier if you know your circle of fifths. It's one note counter-clockwise.