Try this..
SELECT Count(tblSicknessEpisode.PersonnelNumber) AS CountOfPersonnelNumber, tblSicknessEpisode.SickEpisodeID, tblSicknessEpisode.FirstDate, tblSicknessEpisode.LastDate, tblSicknessEpisode.SickCategory
FROM tblSicknessEpisode
GROUP BY tblSicknessEpisode.SickEpisodeID, tblSicknessEpisode.FirstDate, tblSicknessEpisode.LastDate, tblSicknessEpisode.SickCategory
WHERE
tblSicknessEpisode.SickCategory="NWR"
HAVING (((tblSicknessEpisode.PersonnelNumber)>=4))
ORDER BY tblSicknessEpisode.FirstDate;
Having is meant to apply condition on any Aggregate functions used...