If your probability of winning a point is p and your opponent's probability of winning is q=1-p, then the probability of your winning a tennis game is
p^4 + 4 p^4q + 10 p^4q^2 + 20 p^5q^3 + \frac{40p^6q^4}{1-2pq}
In order to win, you must win at least 4 points and be 2 points ahead. Let W(x,y) be the event that you win with a score of x points (you) to y (your opponent). We break your possible wins into 5 cases.
Case 1: A win at (4,0). Clearly
P(W(4,0)) = p^4.
Case 2: A win at (4,1). In order to get to (4,1), the score must reach (3,1) and then you must win a point. To reach (3,1) is a Binomial event with probability C(4,1)p^3q; so
P(W(4,1)) = 4 p^4q.
Case 3: A win at (4,2). In order to get to (4,2), the score must reach (3,2) and then you must win a point. The probability of reaching (3,2) is C(5,2)p^3q^2; so
P(W(4,2)) = 10p^4q^2.
Case 4: A win at (5,3). In order to get to (5,3), the score must reach (3,3) and then you must win 2 points. The probability of reaching (3,3) is C(6,3)p^3q^3; so
P(W(5,3)) = 20 p^5q^3
Case 5: A win after the score reaches (4,4). In order to reach (4,4), the score must reach (3,3) and you and your opponent must each win one point. The probability of reaching (3,3) is C(6,3)p^3q^3; the probability that you will each win one of the next two points is C(2,1)pq; and the probability that you will win once the score hits (4,4) is \frac{p^2}{1-2pq} (an exercise left for the reader). So the probability of a win in Case 5 is
\frac{40 p^6q^4}{1-2pq}.
Adding the probabilities for cases 1-5 results in
P(\text{you win}) =p^4 + 4 p^4q + 10 p^4q^2 + 20 p^5q^3 + \frac{40p^6q^4}{1-2pq}