following up on what heyyou said, the 4wd system in our truck is considered part time, not full time, which means there is no differentiation between front and rear axle which means there can be drive line bind up between front and rear. on mud or gravel this tension is released easily by spinning the tires a little. on dry pavement, it can bind up pretty bad and cause the truck to hop or break something.

your bang is probably the cad releasing with a lot of tension on it. change your driving to avoid this. consider all of these:
avoid 4wd on dry pavement.
shift at very slow speeds of at stop.
verify cad locks/unlocks at stop/slow speed. 4wd light is one indicator, but sometimes the light will go off because the fork moves a little but does not unlock and you can still feel it locked. stopping and doing the reverse/forward/reverse will coax the cad to unlock.

check your tire sizes. you must have the same size tires on front and rear.
consider if a previous owner did a gear change on one axle only. that produces a very violent result.

 

+1 what dhvaughan said. Also get a cheap vac gauge and verify whats suggested in this link. http://www.dodgeram.org/tech/repair/..._engagment.htm