What exactly are you going to use this for? Supercomputer clusters are really only good for advanced number crunching and simulations. Won't be getting any better gaming performance or anything. And I do hope you will be buying cases for all these separate machines and a power supply for each. Basically you need to build 4 complete computers to do this, but only one will be connected to a monitor, keyboard, and mouse.
I'm not sure if you'll need to purchase 4 OS's and hard drives, but I think just one in your "main" unit is enough. I've never messed with clusters before, just your standard servers which already have multiple CPU's on one motherboard.