You need to make sure that, when you run each script, you include the /exit or /e parameter in your command line. This will make sure that TestExecute exits after each run.
However, this is cumbersome. As shankar_r mentioned, there are better ways to execute all your test scripts. TestItems is one, creating a framework that determine which scripts to run is another, creating a "wrapper" script that executes all four and attaching it to a single test item is another... and this is not the extent. So, rather than running each script individually in a batch, use the features of TestComplete to do what you want...
