My dd is petrified of them (she's also 4), she won't even look at them!!! But, I have a cute little story I must tell...
During our last visit in December we wanted to see the parade at 9 at MK (they had one at 7 & 9) and the fireworks were "SUPPOSED" to be at 8.
We had dinner at O'Hana's so we took the monorail to GF to kill some time while the fireworks were going on (so we wouldn't hear them or see them), then we went to MK around 8:40. Tons of people were pouring out so I figured the fireworks just ended!
WRONG! It turned out that they taped the Christmas parade that day and everything got delayed an hour! So, there we were in MK just in time for the fireworks! We could have been there for the earlier parade and been out before the fireworks if I had any idea!
My dd and I ended up riding through SMALL WORLD twice (the 2nd time having a boat to ourselves) to avoid them and it was a pretty good idea!! We heard the booms a little but she was OK! It just cracks me up when I think about my strategic plan to avoid them and there we were in the middle of them!!
Just goes to show you...even at WDW nothing is ever set in stone!