you can shift from 2 HI to 4 HI by simply pulling/pushing the lever one notch. its shift on the fly in any gear.
2 HI to 4 LO is a little more complicated. there are no syncronizers, and you must not pause in t-case neutral. so what you do is stop (or rolling at 1-2 mph), shift to transmission-neutral, and then shove the t-case shifter as hard and fast as you can to your gear position and do not pause in t-case neutral.
if you do pause - your stuck. turn ignition off, finish the shift, and restart the truck. no need to sit there and grind gears because its not going to engage.