I have seen those, but never used them. I didn't worry about it with Glenn but with my first, I actually rolled up two single bed sheets and placed them inside a pillow case. This created a gap that Evan fitted inbetween just nicely. At 4 months though, if she can roll over onto her belly I would say that she is likely to just get fustrated with not being able to do it.
Personally I would just be making sure that her sleeping area is clear of anything that may be a problem and that she is sleeping on a firm flat surface. Really, how long are you going to be able to use it? $120 is fair bit to pay for something she is likely to outgrow pretty fast.