"While he was still speaking, yet another messenger came and said, 'Your sons and daughters were feasting and drinking wine at the oldest brother's house, when suddenly a mighty wind swept in from the desert and struck the four corners of the house. It collapsed on them and they are dead, and I am the only one who has escaped to tell you!'" NIV translation
The fourth messenger brings word of the death of Job's family and we are reminded that, throughout the Bible, the number four is associated with earthly trials. This would have been devastating to the man as he lost his family but also as there was no more point in his custom of offering burnt offerings for them. Imagine, if you will, how Job felt in wondering whether they had cursed God as he had so often been afraid of and, now, it was too late for them to change their ways.
"At this, Job got up and tore his robe and shaved his head. Then he fell to the ground in worship and said: 'Naked I came from my mother's womb, and naked I will depart. The Lord gave and the Lord has taken away; may the name of the Lord be praised.'" NIV translation
Immediately, the man went into mourning but still praised the Lord through his sorrow. He recognized the fact that God was in control even during this dark night of his life and did not curse God for letting it happen. This reminds us of the fact that it is easy to worship God when things are going well but you learn about the depths of one's faith during the trials. Here, we see that his faith ran very deep but we also remember the fact that he did not wait until the tough times to call on the name of the Lord as he was already in the habit of doing so.
"In all this, Job did not sin by charging God with wrongdoing." NIV translation
Job's reaction was proper because he acknowledged the fact that God had the right to do as He saw fit with everything that He had created. Imagine the anger that Satan must have felt as he saw that Job remained strong in his faith.