If you're buying a style file from Yamaha MusicSoft and there are both "XT4" and "XT5" versions available for it, you'd be best off buying the "XT4" version since it would be optimized for the Tyros4, whereas the "XT5" version might use Voices which are available on the Tyros5 but not on the Tyros4.
You could also use anything lower-- "XT3," "XT2," "XT," "XA," or "General MIDI"-- but you'd probably want to edit the style after buying it to use the best-sounding Voices which your Tyros4 has available.
If there is no "XT4" or lower version available, you can buy the "XT5" or "G1" version, but you might need to edit the file to ensure that it doesn't try to use Voices which aren't available on the Tyros4.
The preceding is also true for any styles you might download for free when Yamaha offers them, or styles posted to the PSR Tutorial site and forum-- anything intended for the Tyros4 should be able to be used as is, whereas anything intended for a higher or lower model will most likely have to be revoiced as needed.