Whenever I play something, I only use my first, second, and third fingers. My fourth finger (My little finger) always curls up when I'm not using it. Does anyone know of an exercise that would break me of this really bad habit?
Well next time your pinky starts to curl up, cut it off with a steak knife, then sow it back on. That should fix it.

But seriously, chromatics with four fingers - the usual drill.
I bet you five bucks that I play guitar.

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Scales, scales and more scales. This is what helped me and im sure a hell of a lot more people develop thewir pinky. Also try the tapping sequence in eruption, helped me alot aswell.