The S Health app on the Samsung Galaxy S4 seems to have problem when it comes to entering a PIN, there is no where to actually submit/login afterwords.
I double checked this by clearing all the data using the Application Manager, resetting the S Health app, and the same thing happened again after adding a PIN.
Clearly this is a software glitch right???? For now you will have to use S Health without any security enabled.

Where do you go from here?