Thanks so much for the replies ladies. I really hadn't considered replacing the fingers with something else. Great suggestion! Choosing something might be a bit of a challenge, but I'll see what I can come up with. The finger thing has really got to stop though, I think. I'm going to try some of the nail biting stuff, and see how we go with that. If it really seems to make her unable to cope, then we'll maybe have to reconsider, but I'm going to give it a shot anyways.
I wonder if it would be wise to give her something to help her calm down. It seems like it might be a good solution. I am a little concerned though, with giving her a "medication" for stress at 4 years old! I am trying to teach her to manage her feelings, somewhat, ie. help her realize that she CAN settle down, that she CAN take some deep breaths, and say "i'm OK", and just not freak out about things that don't go her way. Do you think she would learn how to cope with her "panicky" feelings on her own if I give her that stuff? Or would she always depend on it? Maybe I'll ask around and see what options there are - maybe at the health food store, otherwise.

If anyone has more ideas, especially for things for her to try to replace that comfort, I'd love to hear them!