A couple things to consider...
My butt and legs did the same thing when I did Insanity, but it was solid muscle from what I could tell. That's the beauty of plyometrics. You can really add beautiful muscle to your legs through plyos. Think about what a sprinter's body looks like! Lean body with gorgeous gams! (Like cathe)
If you are worried about putting on weight, you may not actually be eating enough. Insanity burns alot of calories, so if you've been doing it for 4 weeks and have gained (muscle) weight, then you may want to look at eating more calories from protein. The more muscle you have, the more protein you need, because you have more muscle to feed. Protein and vegetables if done in the correct portion sizes will help you lose the fat around the muscle as you work out rather than put weight on. Sometimes if your calories are too low when you are starting a strenuous new workout program, you will gain weight because your body starts using muscle for energy rather than fat. The body will always go to muscle first, before it goes to fat, if your calories are too low - it's a survival mechanism in the body.
I would start writing down everything you are eating and being truthful about what you are taking in, and maybe even invest in a heart rate monitor that tracks calories burned, to see how much of a deficit there is between the two. Too much and you'll gain, and just under and you'll be losiong. Go over and you'll gain again, so fine the sweet spot, and you'll have that lean body in no time!