Originally Posted by 99offroadrngr
He has a live axle, no hubs like a 98-00. check the connections at the tcase and at the switch behind/next to the radio.
shifter motor could be locked up also but if the light isn't coming on either then its probably an electrical fault somewhere.
What he said^ when you shift to 4x4 you should hear a small electric motor running. if not after checking fuses and connections I would replace the shift motor, its bolts on to the back of the tcase with 3 bolts, very simple to replace and fairly in expensive.