Does she read?
http://www.amazon.com/Sun-Spoon-Kevi.../dp/0688152325
http://www.risingsuncenter.com/memor...ve_forever.htm
Or maybe she's artsy? Maybe you and her could make a "Memory Book" in his honor?
http://www.kidscopewithgrief.com/kit-2.html
When my first brother died my niece was almost four. I watched in amazement as she played with her dolls and worked through her grief. She was "Ariel" and had a conversation with "her father" King Triton where she said good-bye to him because she wouldn't see him anymore.
Kids will work through it. They just might need a little coaxing. Don't be so hard on yourself.