Jay
If you want to use a 4 cell pack for the Rx supply, you need to wire it up to an Rx plug. It depends a bit on which make you have, but generally the servo connections are white or yellow for the signal, red for positive and black or brown for negative. You just need the red and black for the the supply.
You say you are using the main supply at the moment. I assume this means that you are using a BEC supply from the ESC. If this is the case, you must disconnect the RED wire in the ESC to Rx plug. A good way of doing this is to use a short extension lead and cut the red wire in that - means you can revert to BEC power if you want.
Hope this answers your questions.
Barrie
PS Terry got in before me, but the above may clarify things.