Code flashes 4 times, chart says thermal protection device open how do I fix this problem

Change air filter, 025-29041-005 High Limit Switch (http://store.hamiltonhomeproducts.com/025-29041-005highlimitswitch.aspx)
Tap this switch between the wires with the power turned of. Turn power back on and try

My furnace has a fusible link in the top of the burner airbox that's wired in series with the gas valve, meaning if this is open the control won't allow the gas valve to open. The fusible link will open (fusible links in general usually melt) if it gets too hot inside so it's a safety device.

Check your wiring diagram (should be inside one of the covers) to see if you have something like this.

If you find it, you can easily check to see if you have continuity through it.

If you don't have one, or if it checks OK, then the limit switch likely is the problem which it could be in either case.