[AaronBrown]

With a pair in your hand, there are two cards out there to make your set. There are 48 other cards, so you can flop a set but not quads 2*48*47/2 = 2,256 ways out of the 19,600 possible flops. That's 11.5%.

Once you do that, there's 1 card out of 47 that gives you quads. The probability of both flopping the set and getting quads on the turn is 0.245% or a bit worse than 1 in 400.

To do it twice in a row is 1 in 166,000. But you have to be careful. Something unusual happens in every Poker hand, if you play 1,000 hands there's likely to be some 1 in 166,000 shot in there.