We reduce the Type IIA supergravity theory with a generalized Scherk-Schwarz ansatz that exploits the scaling symmetry of the dilaton, the metric and the NS 2-form field. The resulting theory is a new massive, gauged supergravity theory in four dimensions with a massive 2-form field and a massive 1-form field. We show that this theory is S-dual to a theory with a massive vector field and a massive 2-form field, which are dual to the massive 2-form and 1-form fields in the original theory, respectively. The S-dual theory is shown to arise from a Scherk-Schwarz reduction of the heterotic theory. Hence we establish a massive, S-duality type relation between the IIA theory and the heterotic theory in four dimensions. We also show that the Lagrangian for the new four dimensional theory can be put in the most general form of a D = 4, N = 4 gauged Lagrangian found by Schon and Weidner, in which (part of) the SL(2) group has been gauged.