What I have below uses the idea of 'List Comprehensions'. you can read more about it, here: http://docs.python.org/3/tutorial/datastructures.html#list-comprehensions
I suggest you to look over the code and read about list comprehension and try to understand what is going on.
def remove_long_words(words):
"""(list) -> list
Return a list of words that are less than or equal to
the length 4.
>>> remove_long_words(['eighteen'])
[]
>>> remove_long_words(['one', 'two', 'four', 'six'])
['one', 'two', 'four', 'six']
>>> remove_long_words(['one']) == ['one']
True
>>> remove_long_words(['one', 'two', 'three', 'four', 'eighteen'])
['one', 'two', 'four']
"""
return [i for i in words if len(i) <= 4]