This link says that they can sometimes stop eating during a shed, but if it has been four weeks, it is probably either eating and you just don't see it do it, or or it is sick.
newt FAQ - bethnewt
Check the forum that I gave you a link to on the other thread:
Caudata.org and see if you can find any better info. That is a site just about newts and salamanders.
You might also call the store you bought the newt from and get them to tell you exactly what the newt was eating at the pet store (I don't remember if you said what it was eating at the store), get them to tell you what it was down to the brand if it is a prepared food, and try feeding him exactly what he was eating at the pet store. If that doesn't work, or you've already tried it, try to find a FLOATING pellet food and see if he will eat it.
Another thing that might help is testing the water quality, I think that pH can be a factor for these guys as far as their health goes. The water quality should probably be the same as it would be for fish. I have read the pH should be around 7.0 (someone correct me if I am wrong).
Is the newt staying on the land all the time? In the water all the time? Equally in both? These might be things that could help you figure out what is wrong.
Also, if you are constantly checking on him (I do that when I am worried about a pet), he may be stressed out, because you likely seem like a big predator. Try not to handle him much (if at all) and don't disturb him too often. Do you have hides available for him?
I hope you can figure out what's wrong, but if you can't
please surrender the pet to a vet or the pet store if it gets any sicker (very thin, not moving, etc.). That way, if you can't afford vet care, the newt can possibly be saved without any expense to you. It would be better to do that sooner, rather than later, so that there is a better chance for the newt's survival.