There were five cookies, not four. The fifth cookie was left untouched, just as the norms dictate. It's the fourth cookie that the "leaders" went for. The study was done in 1998 and the original paper hasn't been published, but the researchers describe it in a later paper (2000, pdf):
http://gsbapps.stanford.edu/researchpapers/library/rp1669.pd...
That's right. 5 cookies, so that someone could take the 4th cookie without feeling too guilty about taking the last one. I guess the last cookie usually went uneaten.
The study, "Power and the Consumption of Resources", by Ward and Keltner, is an unpublished manuscript. There's no link I can find to the actual study online, but everyone talking about social power quotes from it.