Matrix4f vs Matrix3f?

Hello, I've been slowly learning OpenGL and Matrix math stuff.  A lot of the stuff I've read seems to hint that 4-dimensional matrices are somehow better and more common in 3D programming, though I don't really understand why.  But anyways, I was wondering why jME uses 3-dimensional matrices for all its stuff?  Doesn't OpenGL require 4-dimensional matrices?

Any help clearing the cobwebs out of my head would be much appreciated (I haven't taken linear algebra).

Matrix3f reffers to 3x3 float matrix, and Matrix4f reffers to 4x4 float matrix. Those are not 3D or 4D(!) matrices.