The only rule we have is that once you start something you have to finish it. But we don't push, we let our kids 'sample' dance, soccer, karate etc. (both boys and girls) - but whatever they commit to, they have to finish the season.
I hated sports too at that age, which really disappointed my baseball-loving father. When Iwas 10 or so I started playing with some older boys in my neighborhood and they were all big sports fans. I started learning how to be good at sports by playing with them. Within a year I was a pretty rabid baseball fan. My dad's eyes lit up when I asked him if I could play Little League. In a few years I was good enough to play JV baseball.
So yea, I'd say don't push kids too hard into stuff they clearly hate. Organized sports are VERY overrated. Kids learn a lot more playing sports with you, watching sports with you, and playing sports with their friends.
I will say though that once a kid signs up to do something, you should probably make him follow through with it and give a best effort even if he doesn't like it - although probably not at the four year old level.