Another reviewer at Amazon was exactly right in pinpointing the weakness of this entry in the series as being the decision to revisit the Marlowe character from Prime Suspect 1 but with a different actor playing him. The first Marlowe had such an interesting ambiguity, a likeability and seeming sympathy, that this one, albeit a good actor, unfortunately can not match. That said, however, that the actual crime being investigated is the least convincing part of Prime Suspect 4 doesn't lessen the episode's impact. Prime Suspect's "not as good" is still loads better than most other crime dramas, the reason being that Jane Tennison is such a compelling character and she is surrounded with equally complex supporting figures. Several of the key cast members in Prime Suspect 4 are detectives and superior officers that we've gotten to know in the preceding episodes. The fact that the case necessitates a re-opening of the Marlowe case, the case upon which Tennison's career as a D.C.I. was established, makes this an even more intimate look at her personality, how she works with her colleagues and how that, combined with departmental politics, impact on her approach and effectiveness in her work. Her private life takes on more significance here for her current lover, a psychologist, has participated in a book written on the case. The intelligence of the series, however, is that we are seeing more of her personal life not to make this into a chick flick melodrama but to examine more closely the workings of her professional world and her particular place in it both as a woman and as the very individual woman she is.
And yes, Jane is still having some issues with smoking.