Since you have not description of your truck, I am going to assume its a 2005. I would suggest that if you want a 4wd, take your loss on the depreciation value and trade it in on a truck that is 4wd.
To convert your truck to 4wd would be a huge undertaking and cost, and by the time you are done, you will probably just wish you traded it in for a 4wd.
Not to mention that doing this would probably just about void any remaining warranty on your truck.
Also, its not just a matter of the adding a transfer case. You need the front drive shaft, a new computer, all the wiring to activate the transfer case.. its not as straight forward as it sounds. Especially on all the newer electronically controlled trucks of today.
2008 Explorer XLT