Pete,
In your situation, the first thing I would do is look for duplicate files on my system that may interfere with AOO. In case you don't already know, go to 'Local System'->'System Setup'->'OS/2 Kernel', then choose the 'System Paths' tab. Choose the path to check, then hit the 'Duplicates' button and you will get a list of duplicate files in the path chosen. Scrutinize those and see if maybe the 'wrong' one is earlier in the path. Temporarily rename any suspicious ones and see if it helps.
Another thing to look for... do you have any other versions of OpenOffice on your system (including Star Office)? Maybe there is a signal getting crossed from one of them (registry entry, path entry, ini file entry, or start folder program)?
Your error message is odd... it implies there is a 'program' directory under /OpenOffice4/Program somewhere. I don't see that here... maybe you set that up yourself? How did you install AOO?