You must have kernel 1.04a or later to use ACPI. You can get this by obtaining smp20050811.zip (SMP kernel) from various places, including os2site.com (upgrades section, kernel directory).
If you don't use eCS 2.x, I recommend installing the last FixPak for whatever OS/2 4.x version you have before you update the kernel. That's FixPak 5 for MCP/ACP, FixPak 3 for WSeB, or FixPak 15 (17 with an IBM support contract) for Warp 4.
NOTE: If you use an SMP kernel, you must also install the SMP version of DOSCALL1.DLL (which is included in the ACPI WarpIN package).