Determine all natural numbers $n \geq 2$ with at most four natural divisors, which have the property that for any two distinct proper divisors $d_1$ and $d_2$ of $n$, the positive integer $d_1-d_2$ divides $n$. 
1. **Identify the possible values of \( n \) based on the number of divisors:**
   - We need to find natural numbers \( n \geq 2 \) with at most four natural divisors.
   - Let \( d(n) \) denote the number of positive integer divisors of \( n \).
   - We consider \( d(n) \in \{3, 4\} \).

2. **Case 1: \( d(n) = 3 \):**
   - If \( d(n) = 3 \), then \( n \) must be of the form \( p^2 \) where \( p \) is a prime number.
   - The divisors of \( n = p^2 \) are \( 1, p, p^2 \).
   - We need to check if \( p-1 \mid p^2 \). Since \( p-1 \mid p(p-1) \) and \( p-1 \mid 1 \), it follows that \( p-1 \mid 1 \).
   - This forces \( p-1 = 1 \), hence \( p = 2 \).
   - Therefore, \( n = 2^2 = 4 \).

3. **Case 2: \( d(n) = 4 \):**
   - If \( d(n) = 4 \), then \( n \) must be of the form \( p^3 \) or \( pq \) where \( p \) and \( q \) are distinct primes.
   - **Subcase 2.1: \( n = p^3 \):**
     - The divisors of \( n = p^3 \) are \( 1, p, p^2, p^3 \).
     - We need to check if \( p-1 \mid p^3 \). Since \( p-1 \mid p(p-1) \) and \( p-1 \mid 1 \), it follows that \( p-1 \mid 1 \).
     - This forces \( p-1 = 1 \), hence \( p = 2 \).
     - Therefore, \( n = 2^3 = 8 \).
     - However, for \( n = 8 \), the proper divisors are \( 1, 2, 4 \). We need to check if \( d_1 - d_2 \mid 8 \) for all distinct proper divisors \( d_1 \) and \( d_2 \):
       - \( 2 - 1 = 1 \mid 8 \)
       - \( 4 - 1 = 3 \nmid 8 \)
       - \( 4 - 2 = 2 \mid 8 \)
     - Since \( 3 \nmid 8 \), \( n = 8 \) is not a solution.
   - **Subcase 2.2: \( n = pq \):**
     - The divisors of \( n = pq \) are \( 1, p, q, pq \).
     - We need to check if \( p-1 \mid pq \) and \( q-1 \mid pq \).
     - \( p-1 \mid pq \) implies \( p-1 \mid q \).
     - \( q-1 \mid pq \) implies \( q-1 \mid p \).
     - This leads to a contradiction because \( p \ge q-1 \) and \( q \ge p-1 \) cannot simultaneously hold for distinct primes \( p \) and \( q \).

4. **Conclusion:**
   - The only possible values for \( n \) are \( n = 4 \) or \( n = p \) where \( p \) is a prime number.

The final answer is \( \boxed{ n = 4 } \) or \( n = p \) where \( p \) is a prime number.