1) Four Dunedain are now moving towards the single Ringwraith in the hope of overpowering it. Although the Nazgul are formidible foes, they are relatively weak this far from Sauron and the Dunedain are all heroes having one point each of Might, Will and Fate to help them in combat. Might is used to modify die rolls (1 pip for 1 point spent), Will is used to cast and resist magic, Fate allows heroes to roll to avoid losing a wound on a 4+. The Nazgul only have 6 Will (10 for the Witch King) in this scenario. As they loose 1 Will per round they are in combat and are banished when they reach zero, they will likely be saving their Will, rather than using it for spells.
2) The Witch King and Nazgul head straight for the Dunedain.
3) The other Nazgul continues its advance.
4) The Dunedain shoot with their bows, but are ineffective. This would be the only ranged combat in the game, as I had not realised just how unlikely it would be to wound Nazgul in this way until I looked up the target for the roll! (A 6 followed by a 5+!!!)