I just downloaded this and only want to play MM IV how can I get to MMIV? Do I have to go thru all 5 games to get there or is there a short cut?

Everything in IV is available in World of Xeen. Just ignore the pyramids taking you to the darkside, and you've played MMIV and only MMIV

After installing you should have separate shortcuts for all games on your desktop.

When running the installer, click on "options". This will allow you to choose which games you want to install, as well as whether you want to install DOSBox (if you already have DOSBox, you don't need to install it again, but if you don't have it yet, you will need to install it).

As Shloulet mentioned, though, the version from GOG is World Of Xeen, which is MM4 and MM5 combined into one huge game. You cannot install MM4 only, you will have to install World of Xeen. But you don't have to install MM1, 2, 3 or 6. If you DO choose to install all the games, they will each launch separately with their own shortcuts.

Shloulet has already explained that if you simply ignore the pyramids in the game (which would warp you to the Darkside of Xeen, which is MM5), then you can basically just play MM4 by itself. I would recommend playing the full World of Xeen though, as it's really good. There's even some content that mixes between the two games, like keys that you find in MM5 that open dungeons in MM4 (this content is generally optional).