I should have mentioned in the beginning....
When using my 3 wt, I'm typically fishing small water. Usually dapping and highsticking. When I get a strike, I just raise the rod to set. Maybe I need to raise a little harder and make sure my finger is on the fly line holding it tight.
When fishing my 4 wt, usually on bigger water. I am making longer casting, stripping line, and when I set the hook, I do a stronger side ways set.
I greatly appreciate the responses. You have all been very helpful. I am pretty sure I have now figured out the problem, thanks to your help. Keep my finger pinching the fly line to the rod and raise a bit harder, ensuring a better hook set.
You guys are great, thanks again.
Wild troutin', blue linin', fly flingin', camo wearin', redneckin' elitist.