that depends on whether you consider the bottom a "side" Viewed as a simple polygonal solid, it has 4 triangular sides and 1 square side, for a total of 5 sides.
http://wiki.answers.com/Q/How_many_side_to_a_pyram...

A triangular pyramid is a threedimensional shape. It looks like an ordinary pyramid, except that its base is triangular rather than square. It is also called a tetrahedron. It has
http://www.ehow.com/facts_6927887_manysidestrian...

There are 4 sides to a pyramid. Thanks for using ChaCha.
http://www.chacha.com/question/howmanysidesare...

A triangular pyramid has a triangular base and three triangular side faces. A square pyramid has a square base and four triangular sides.
http://www.kgbanswers.com/howmanysidesareona...
