@Batvink:
Fastest way I've found to do this is export the terrain's heightmap as a .bmp and then draw my roads in Paint or Adobe. The modified heightmap can be fed back to Bryce as the source for a terrain object, so you end up getting your old terrain back, but with some flat spots in it where you drew the roads.
Best way to texture the roads, IMHO, is to go into Adobe and open your heightmap BMP and your actual texture BMP/JPG/whatever. Make them layers in the same image and put the texture on top, set its transparancy to something like 70% or so and you can see the heightmap under it. Then paint whatever texture you want on the roads. You'll be drawing on the texture map using the underlying heightmap image to show you where the roads are.
Make sure to set the transparancy back so you don't see the heightmap layer you used as a guide before you save the new image with the roads drawn on it. I made some decent-looking rivers this way also.
You might need to rotate either the heightmap or texture layers 90 degrees before you start drawing. There was some problem with that. You'll know if the roads you drew go right up the face of your volcano
I do all this in Bryce 5 and am assuming Bryce 4 will export a height map and all the other various (ambient color, difference map, etc.) as BMP files in the export box. Apologies if not...