Also, this has nothing to do with fractals, but I think the Klein bottle is technically considered to be a 2-D object. It’s a 2-D manifold anyway. What people mean when they say that it’s a 4-D object is that to get a good idea of its structure, you can’t embed it in three dimensions. This is analagous to not being able to embed a 1-D knot in two dimensions. The next-highest space you could embed it in, then, would be 4-D space.
However, I’m wondering now if it would be possible to embed it 3.5-D space. Hmmm…