You have two children that you cannot control. So you find a compliant doctor who medicates them. Have you considered that the problem might lie with you? Although you may have the best intentions in the world, you may not possess the skills for training children. But these can be learned, and there are specialists out there who can help. What prompts my concern is that you have two, not one, problem child.
Well, my first thought is that he probably has learned a few things from his brother. If you look over on the child behavior forum, you will see a lot of posts labeled " my out of control" 4,5, or 6 year old. The exhibit a lot of behaviors like your son. There are some very good responses to help those parents.
Any kid (especially ADHD) needs constant structure. Two books that you might look into getting are: "The ADD/ ADHD Answer book," by Susan Ashley. and "SOS Help for Parents," by Lynn Clark. Both of these will provide you a lot of help.
It also wouldn't hurt (since you are already seeing a therapist for your other son), to get some tips on this son. The under 6 thing deals with medication, but all studies have shown that a combination of therapy and medication is by far the most effective. It certainly wouldn't hurt to get some specific ideas (and I don't mean meds), on things you can do to become a more effective parent. The books will help a lot too. Good luck!
I agree with what Sandman2 says about the younger copying the older. You see this repeatedly in families. With this in mind, you may get better results by concentrating your efforts on the older boy.
I have a degree in early childhood and was always under the impression that a child CAN NOT be diagnosed with ADD/ADHD until the age of 7. It is really hard to say a 4 year old has ADD- they aren't supposed to have an attention span really. A child's punishment (like sitting in the corner) should last for as many minutes as the child's age... WHY? Because that's about how long the child will be able to sit there, doing nothing, without throwing a fit. Example- almost 5 years old? Time out should only be for about 5 minutes. That's how long his attention span is SUPPOSED to be. I'm not saying you're wrong at all- just giving you something to think about.