Here's how the factory suggests you shift the transfer case and I've been doing this since these things were new and I worked at the dealership. Quoted from the owner's manual. The suggestions in CAPS are mine.
"To engage, shift the transfer case lever from 2H to 4H while the vehicle is moving at any legal speed". I LET OFF THE GAS, THROW THE LEVER, TAP THE GAS AND LET OFF.
4L position: " To engage, slow the vehicle to 2-3 MPH , shift the transmission to Neutral, then shift the transfer lever to the right and pull firmly rearward to 4L".
TO SHIFT OUT OF 4L, SHIFT THE TRANSMISSION INTO NEUTRAL WITH THE VEHICLE STOPPED, SHIFT THE TRANSFER CASE LEVER TO 2H, THEN THE TRANS TO D IF YOU HAVE AN AUTOMATIC, OR INTO FIRST GEAR WITH A MANUAL, AND CONTINUE ON.
Revised 11/20/2014