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Coursework - Mann Whitney U Test Confusion

Ok... I do AQA B Psychology, and I'm currently (and rather frantically) working on my coursework. The deadline is looming, and I'm stuck. :banghead:

Apparently, I have to use the Mann Whitney U Test on my data. My only issue is that all the info I can find on it is tailored for studies with only two groups. I have four. :lolwut:

So, what I want to know is this: If you have more than the usual two sets of data, do you rank all the values before you use the formula? Or do you just select the pairs of groups you'll be comparing, then rank the values in that pair?

I hope that made sense. :erm: Any help appreciated!

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