Take 1 and cross it OVER 2 and 3
Take 4 and cross it OVER 3
Take 1 and cross it UNDER 2 and 3
Take 4 and cross it UNDER 3
Repeat the steps.
The result will be a 4 wire round braid. If you mess up, try to go a few steps back until you can see what step is next.
@funch: Thanks a lot! That means, that the shields of the input cables aren't connected to the amp/each other at all?