Hi Juan,
It should be pretty easy to do what you want. I followed the following steps to do what you wanted. After making the aspect raster(yes its a raster), I went to symbology tab and made 6 classes, with a manual interval, you can manually set the break values on the right side by clicking on them. I set the values to -.0000001(this catches all the flat or no aspect pixels), 45(break between north and east, 135(break between east and south), 225(break between south and west), and 315(break between west and north).
Now, we want all the North values together, so I used the reclassify tool to make the -1 to -.00000001 value equal to 1, 0-45 and 315-360 equal to 2, 45-135 equal to 3, 135 to 225 equal to 4, and 225-315 equal to 5.
Once the tool finishes running, open the symbology. It will have their label values of 1,2,3,4,5 respectively. under the label section of the symbology tab, you can simply rename your classes, so click where it says 1, and type in Flat, 2 change to North, 3 to East, 4 to South, and 5 to West.
I know you said you wanted 4 Classes, but it would be a good idea to keep the 5th class for the flat pixels in, but if you want to get rid of it, go back to the symbology tab, go to the value heading, click on it, then select "remove" in the bottom right.
It just so happens when the aspect tool runs, it makes its nice neat labels for everything, but remember, its the labels that show up in the legend, not the actual values, so you can change the labels to meet your needs, it doesn't have to show the degree ranges, you can simply click on the labels under the symbology tab and make them the text instead of number ranges.
