Once you reach the level where you can use all four turtles at once, you must begin to build relationship with your brothers. Do this by using your brother throw but, take turns who is doing the throw. For example, Leo throws Ralph and vice versa, Don throws Mikey. Successful brother throws will build their relationship then you can use their double team attacks.
However failed throws will make them mad at you, and they will go away and you must win their trust again.
Raphael tends to be the one that you make mad most often.