The frame theory has been one of powerful tools for researching into wavelets. In this article, the notion of orthogonal nonseparable quarternary wavelet wraps, which is the generalizati- -on of orthogonal univariate wavelet wraps, is presented. A novel approach for constructing them is presented by iteration method and functional analysis method. A liable approach for constructing two-directional orthogonal wavelet wraps is developed. The orthogonality property of quarternary wavelet wraps is discussed. Three orthogonality formulas concerning these wavelet wraps are estabished. A constructive method for affine frames of L2(R4) is proposed. The sufficient condition for the existence of a class of affine pseudoframes with filter banks is obtained by virtue of a generalized multiresolution analysis. The pyramid decomposition scheme is established based on such a generalized multiresolution structure.