RE: How to put it in 4 wheel drive..
look over the passenger side sun visor for an instruction sheet on 4wd shifting.
muddy has it right... 2 hi <---> 4 hi is ok on the move, even up to 50 mph (although i'd never do that)
however, 2 hi <---> 4 low should be in neutral barely moving, or stopped in park.
its always ok to stop shift trans to park or neutral before shifting t-case.
when coming out of 4wd, i think its always a good idea to stop, shift trans to reverse, back up a few feet, and then shift back to drive. this helps the cad disconnect. when not doing this, i have had the 4wd light go out, but i could feel that it was still in 4wd due to the front tires binding in a turn.
when shifting from 2 hi to 4 low, you have the long throw forward. do not pause in neutral, or you'll get stuck there and t-case will grind. just shift it in one long HARD throw, all the way. i you do get it stuck out of gear, just turn off ignition, finish the shift, and start it back up. not very cool - but thats what you have to do.
don't drive on hard, dry surfaces while in 4wd. the front/rear binding needs to be able to slip the tires. dirt, gravel, mud, sand all ok. pavement not ok.