Eeek, four weeks sounds like a long time even for a fish. Hmmm. Have you tried frozen brine shrimp or frozen bloodworms? The frozen fish food and Stress Coat can all be picked up at a Petco, Petsmart, aquarium store, or online from websites such as www.fosterandsmithaquatics.com or www.petco.com or www.petsmart.com .
ChaCha, you don't need meds. If he's in a minimum of a 2.5 gallon tank, heated (78-80*F 25-27* C), and clean (a 2.5 gallon tank needs a minimum of two 50% and one 100% water changes a week), then he ought to be getting better, and he ought to start eating. If he doesn't have any hiding spots, that might be another issue too, some bettas like knowing they have an option of hiding if they want, so it makes them more outgoing.
If you would post a picture of his set up, I might be able to identify if there's something wrong with it. :)
By the way, have you purchased a heater? I know they're pricy but his chances will drastically improve with a heater. The Petco Submersible Heater at Petco is about $27 in store. Petsmart has Top Fin heaters starting at $17.99. Get a 50W. Sooner than later, you'll need a heater for your other fish, too.
I know, I didn't realize keeping a betta could be so expensive either. But it's worth it, it really is.
I don't know if I'd remove the gravel until he stabilized. We might all be suggesting too many changes that will just stress the poor fish even more. Don't know, haven't heard from Chacha in a while. I hope the little guy is doing better, though.