Maybe this will help, here's an example map I put together:
http://www.themightyatom.nl/stuff/mrmistery_teleport_test.jmf (created with JACK).
You'll start in a room with 3 button_targets labeled A, B and C. Shooting these will teleport you to corresponding rooms also labeled A, B and C, like you wanted with the only difference that I have 3 rooms instead of 4. Inside each room is a trigger_teleport to send you back to the main room (the lobby), marked by the yellow-black striped texture. Back in the main room, you can continue to shoot the buttons to teleport you to the corresponding rooms.