I don't know about premature babies or twins, but it sounds like you are doing a great job already - especially if you have an older child too. You must be totally exhausted.
At 5 weeks or so, we started trying the Gina Ford routines because up until them my dd would cry to be fed from 7pm until 10.30ish and I was knackered. I followed the routines (especially the nightime part) and found that my dd started to settle v. quickly at 7pm and I would have to wake her at 10.30pm. I also used to wake her at 7am to start the day. I felt like a really horrible person and my Mother thought I was completely mad to wake a sleeping baby, but she admitted then and now that it worked for our family.
I have a friend with twins (who actually recommended and bought the book for me) who didn't use the routines until 5 months, but found they worked brilliantly for her 2 girls and she wished she had found it sooner.
If your babies are still sleeping a lot during the day, it maybe that MABS is right and they are still a bit confused about night and day. They are still quite little. 4 weeks as full term, so I'd probably be inclined to cut them a bit of slack and give them comfort but definitely not bring them downstairs and play with them/give them any stimulation. From 7pm treat it as night time - darkened room, lullabies, etc. and try putting them down to sleep. (We used to put a Bach for Babies CD on when we left the room. I don't know if my dd appreciated it or not, but I always felt better about leaving her in the room on her own!)
Also, any chance that you can rope in help during the day and in the evenings (friends, family or paid maternity nurse if you can afford it.) A good night's sleep would help you conquer the world I'm sure.
Anyway congrats on your beautiful babies and good luck!