Sprained ankle 4 weeks ago still swollen and pain that shoots up my leg at times. Hurts to put a little weight on it?

Perhaps. Yu should be suing crutches and not stepping on the ankle which sounds like its not a simple strain but rather a grade two or three. Ice as often as possible. Keep it elevated when possible. Is it wrapped up? If not, sounds like it should until the immediate swelling goes down. Walking on a badly sprained and can lead to chronic lateral ankle instability.