This will show you how to root a Samsung Galaxy S4.
If you follow the tutorial correctly, you should not have any problems.

Step 1: Download both CF-Auto-Root Android 4.4.2 Package and ODIN3, and extract the files to the computer.

Step 2: Power off the handset and put it in Download mode by pressing and holding down the Volume Down, Home and Power buttons together. After a warning screen appears, press the Volume Up button to enter Download mode.

Step 3: Run Odin3 v3.09.exe as an Administrator while the phone is Download mode, and connect the Galaxy S4 to the PC via USB cable. If connected successfully, a message showing Added!! will appear in Odins message box.

Step 4: Now, click on the AP button, and select the CF-Auto-Root file that was extracted in Step 1.

Step 5: In Odin, check the Auto Reboot and F. Reset Time options.

Step 6: Click on the Start button in Odin to begin the flashing process.

Step 7: Once the process is complete, the Galaxy S4 will restart and a PASS message with green background will appear in the left-most box at the top of Odin.

You can now unplug the USB cable to disconnect the handset from the PC.

You are done.
Feel free to PM me for help.