I would try out different 4MB SIMMs and see if they work. Maybe you've got a defective or a dirty SIMM. Clean the SIMM module contacts with a q-tip dipped in some isopropyl alcohol. The SIMM sockets should be sprayed with a PCB cleanser liquid in order to degrease any dirt on those fragile contacts, which you would otherwise break if tried cleaning manually with a q-tip or similar.
If this fails, then most likely your motherboard is cooked. :-(
