The button you are looking for came with iOS 5 only. iPhone 4S initial shipment was with iOS 5.0, and therefore this button was always there.
As already said:
1. You incorrectly stated your iPhone as 4S instead of iPhone 4. Iphone 4 on iOS 4.3.3 will not have that button.
2. If you stated your iPhone 4S as correct, then it could be jailbroken.