Trying to convert MBR to GPT

Good, your system works with no HDD connected, and you have nothing to be preserved on the HDD, so it's safe to wipe it clean. Now, Supermucher85 suggests using Disk Management to Convert the disk to GPT. I don't think his / her suggestion to use an external docking device is necessary - you should be able to do the job when the HDD is mounted and connected internally. HOWEVER, you say that you have already tried to do the conversion and can't make it work. I presume you mean you tried using Disk Management, as Supermucher85 suggested.

So, how do you wipe the disk clean if Disk Management won't do it for you? Your best bet is a third-party utility that is not as cautious as Windows itself. The handiest place to get one of these FREE is from the website of your HDD's manufacturer. The "trick" with those is that they usually work only on a HDD unit made by that company. So, if you HDD came from WD, get their Acronis True Image WD Edition. If your HDD is Seagate, get their Disk Wizard. Both of these appear to be customized versions of Acronis which is able to do a LOT of stuff for you. When you download, it should include a user manual of instructions, and I encourage you to read at least the parts for Creating and Deleting Partitions. Since you have Windows running already, you can do nicely with the version "for Windows".

Run that utility and make SURE it is going to work only on your HDD, and not anything else because you plan to destroy data! Tell it to Delete any and all Partitions it can find on the 4TB HDD. When that's done, tell it to Create and Format a new Partition using the GPT system - not sure exactly what it may be called, but could be something like Initialize the Disk or Create a Volume. Since this is a data storage device only, the disk does NOT need to be bootable. You'll use the NTFS File System I'm sure. You will want to make all of the HDD's space into one volume, probably about 3600 GB. You can use a Quick Format to skip a long test of the drive. But if you have time, let it do a Full Format (it takes several hours!) during which it will test every Sector of the drive and isolate any bad Sectors. When it finishes, back out of the utility and reboot. That HDD should show up now in My Computer ready to use with full size.

By the way, "full size" is not 4 TB or 4,000 GB, and that's not because anybody cheated or used up your space. The HDD makers call a GB 1,000,000,000 bytes. But Windows uses the digital way of saying a GB is 1024 x 1024 x 1024 bytes, or 1,073,741,824 bytes, and a Terabyte is 1,099,511,627,776bytes in that counting system. So Windows will call 4,000,000,000,000 bytes as 3.638 TB or maybe 3,725 GB. It's exactly the same storage space, but counted using a different number system.