The axiom of regularity (foundation) states that every non-empty set A contains an element disjoint from A.
If it's possible, then [tex]A = \{a_1,a_2,a_3,a_4\}[/tex] is a set, so A contains an element disjoint from A. It's not [tex]a_1[/tex], since [tex]a_4 \in a_1[/tex], it's not [tex]a_2[/tex], since [tex]a_1 \in a_2[/tex], it's not [tex]a_3[/tex], since [tex]a_2 \in a_3[/tex], and it's not [tex]a_4[/tex], since [tex]a_3 \in a_4[/tex]; a contradiction. Hence it's not possible.