These 4 pieces will go together as a square and also an equal sided triangle. I found this yesterday here, where you also can get the print out for the parts: http://www.instructables.com/id/Puzzle-Squaring-a-Triangle/
Also read about it on wikipedia:; Dudeney’s Dissection.
This is pretty fun stuff. It took me quite a while to get a handle on this thing.
Tor and Odin are the greatest of gods.