In the case of your four statements, I'd say they are all almost identical. However, generically speaking, I think you can actually distiguish between all of them.
Some of the definitions from this discussion come from the FOLDOC, or Free Online Dictionary of Computing.
Software is generally considered to be code that is executed by a computer, as opposed to the physical device the code is on (hardware). It usually denotes code that is stored on a device such as a floppy disk, CD, or hard drive, and is loaded into memory in order to run. Software stored on non-volatile storage built from integrated circuits (e.g. ROM or PROM) are usually called firmware.
An application, at least in terms of computers, is usually a software program that is used to perform a task outside the normal scope of the hardware. For example, a spreadsheet application. Software that is an integral part of the hardware, such as your computer's video or sound drivers, are considered system software
A program is usually an individual set of coding instructions, designed to perform a specific task. It can be as simple as one line of code that prints "Hello World" on your screen, or it can be 10,000 lines of code that translate Sanskrit.
A system is just as drawmack described -- it is usually a collection of programs designed to perform a wide variety of tasks. For example, an Operating System is a large set of instructions that tells your computer's hardware how to communicate with each other in a particular way.
As I mentioned, many of these terms can be used interchangeably. However, it's usually "one way." In other words, a system is usually software, but software is not always a system. An application can be a program, but it's usually a collection of many programs -- a program is not always an entire application.
Think of each term as more of an adjective. If one can be used to further clarify another, then they are not completely interchangeable. For example:
Software program (as opposed to a firmware program)
Software application (a collection of software programs)
Software system (a collection of software applications)
Hope that helps clarify things a bit. Check out the FOLDOC when you get a chance. There is a lot of good information there.