Well, I would hope that by now you've figured out what your second issue is, but in case you haven't, and in case anyone out there with that problem will find this thread, here is the solution.
I have an iPad, and on it there are separate settings for sounds. One controls the volume of things playing on the iPad, like music, movies, games, etc. The other controls sounds from notifications (like email alerts), alarms, the clicking noise letters make if you have that enabled, etc
For me, the controls for the second type of volume are found under "Settings" > "Sounds" and it's a sliding bar under the heading "Ringer and Alerts".
Sounds to me like you have the one turned all the way down. I don't know where the option for that would be on your iPhone four. Maybe in the same place, maybe somewhere entirely different. I'm only here to point you in the right direction, you got more research to do.