In general, you treat the ellipsis as a single character that just so happens to look like three periods. This means that if the ellipsis comes directly after an abbreviation, you'll end up with four dots in a row. Same if you end a sentence with an ellipsis.
Peter Morgan is right, though, that in most cases an ellipsis looks better if there are spaces on either side of it. So in practice, the only time you're going to end up with four uninterrupted dots in a row is at the end of a sentence. (And even there, if you use an ellipsis character [Windows Alt-Num+0133, Mac Option+Semicolon, Html
…], the actual appearance will depend on the font: …. and .... look quite different in the editing window [monospaced font], but identical in the preview [proportionally-spaced font], for example.)