Silly, You're in the world of ruin, if that's the world of balance then you've gone crazy like Kefka.


Also, who's your fourth party member? Edgar? Cyan? Who~

If it's Edgar, then go to Zozo and get Cyan, if it's Cyan then go to Nikeah and track down Edgar.
You have to realize, there's alot of characters for you to get, so don't become stuck on getting one character because there's plenty more until you can get them. Especially in this case I think you -need- a 5th character just to mess with your party,

Once you have the extra slot you should be able to talk to one of them and get into the party formation screen and then just leave 2 people out.

I thought there was a guy on the airship that let you screw around with your party, but I guess not.