Answer: You seem to be getting way ahead of yourself. After four months, you've barely had time to settle in at your desk, much less worry about moving to the next level or finding another job. Leaving now would just make you look like a job-hopper.
Because your colleague has been there longer and works closely with your manager, she may indeed be promoted first. But a promotion could also be in your future, if you play your cards right.
For starters, you must stop envying this co-worker and start getting along with her. Unfortunately, I hear from many women who develop petty little resentments toward their female colleagues. That could be a career-killer for you, because your boss undoubtedly values this woman’s opinion.
Instead of viewing this as a competition, try to maintain a consistently pleasant, helpful, and cooperative attitude. Deliver exceptional results in your current job. Develop a positive relationship with your manager, and discuss your career interests with him.
At the appropriate time, ask your boss about the requirements for being promoted. But don’t be surprised if his criteria extend beyond job-related skills. The ability to work well with others is often equally important.
To check out your own political skills, see Six Secrets of Politically Savvy People.