I put in a 125amp sub panel. I know you can not mix the neutral and ground together in the panel. There are two neutral bars one on each side. My question is can I take the bar out that connects the neutral bars together, use one for grounding and the other for neutral. I ran 3 #2 and 1 #4 for the ground, also a #4 to bond to the cold water. Should I hook up the ground hook to the ground bus bar or leave it off. It say not to connect the grounding hook on sub panels.

That is exactly the purpose of the jumper bar, if a separate equipment ground bar is needed, remove the jumper bar.

Probably a GE panel, I think Siemens does the same.

Use one bar for all white neutrals, and one bar for all green and bare grounds.

Do not install the green screw provided.