I have always had the best luck when I am rolling slowly,1-3 mph at most. You shouldn't had to yank it hard but just a nice firm pull.

 

I'm 99% sure thats wrong (and backwards). In "park" the output shaft is still engaged, while in neutral it actually disengages on the transmission. Which is why factory manual says to put it in neutral to shift from 4hi to 4lo.

You can cause damage to your transfer case doing it any other way.

 

In park, the output shaft cannot spin, that's why your truck won't roll, in neutral the output will spin with the engine running if there's nothing holding it still, shifting the T-case into nuetral, which you do when shifting to 4 low, allows to output shaft to start spinning, making getting it into low range difficult or impossible if you do it slow as others have described.

 

I go into 4-hi, then stop the truck, put her in neutral, then slam her into 4-lo, just did it yesterday, and I've never had a problem

 

I generally have the truck rolling at 1-2 mph, trans in neutral, and just pull the lever back sharply. Works fine.

 

The proper procedure is to be rolling 1-5mph in neutral, and give it a good hard yank to 4 low without pausing in neutral. A little grinding is completely normal and isn't really a bad thing.