James, if you were to plot these two points and draw a line from one to the other, then draw a vertical line from 3 to -1 and a horizontal line from 0 to 4, we'd have a triangle.
The length of the vertical line would be 3 - (-1) = 4 and the length of the horizontal line would be 4 - 0 = 4, right?
a2 + b2 = c2
42 + 42 = c2
16 + 16 = c2
32 = c2
c = √32 = 4√2 = 5.66
One of the last two answers should help.