Ixelles sports centre has a wednesday afternoon programme, plus there is a list on their website of other sports clubs.
www.xlsports.be/home3.asp?ClubID=60&LG=FR&TestCSS=O
ADEPS the French sports association have several options from 3 years at their Sports centres at Auderghem (Herman Debroux metro) or Woluwe St Lambert (Kraainem metro). You are too late for this term, but could start January.
www.adeps.be/index.asp?m=stages_etape1
American Fitness, a private gym, has courses for children too, found this one judo for 3-5 year olds
www.american-gym-fitness.be/index.html?page=cours.html?ref=prejudo
and tae kwondo from 5 years
www.american-gym-fitness.be/index.html?page=cours.html?ref=prejudo
American gym also does pilates classes. My friend does pilates classes very cheaply but only during the day on tuesdays. American gym might do yoga too.
Try also Etterbeek sports centre for courses.
www.etterbeeksport.be/menufr.html
Action Sport is a huge provider of sports, tennis at College St Michel, loads of options at Athénée Royal Woluwe St Lambert and Sportcity in Woluwe St Pierre, on wednesdays and saturdays.... from 3 years old and they have recreational football at Woluwe White Star at Stade Fallon from 5 years old.
www.actionsport.be
The only football I know of for 4 year olds, apart from Portofino's indoor football, is BSA's programme held at ISB in Watermael-Boitsfort and St Paul's British primary football club in Vossem. They are both full for the year I believe.
www.bsasports.org/fall-soccer-faq
www.stpaulsbps.com/upload/files/St%20pauls%20football%20club%202010.pdf?PHPSESSID=260be25f632e6a237dfd337d9b7140c7
Imagine has a varied programme mainly arts based, in WSL and Wezembeek-Oppem from 3 years. Our children do guitar and piano there.
www.imagineasbl.be/
Vitamomes in WSP (right near my house) has baby gym, IT, music, dancing from 3/4 years.
www.vitamomes.org/Pages/acti.html
I'm about to try out JJJY which starts from 3 years old, at Ecole Vervloesem/Poseidon sports centre in WSL on a saturday morning, 2 1/2 hours of varied activities for as little as 5 euro per child, if you buy a season ticket of 10 tickets (total of 24 saturdays it can be used over). This and the ADEPS courses are the cheapest activities I can find. My friend has just started her children at JJJY and they are loving it.
www.jjjy.be/hebdo.html
The Kwan Qi Do comes highly recommended from a friend whose son has been going 2 years and mum does it too.