Straight from my owners manual:
Shifting Procedure
2H to 4H or 4H to 2H
Shifting between 2H and 4H can be made with the
vehicle in motion up to 55 mph (88 km/h). The transfer
case will engage/disengage faster if you momentarily
release the accelerator pedal after completing the shift.
Apply a constant force when shifting the transfer case
lever.
4H to 4L or 4L to 4H
With the vehicle rolling at 2 to 3 mph (3 to 5 km/h), shift
an automatic transmission to N (Neutral) or depress the
clutch on a manual transmission. While the vehicle is
coasting at 2 to 3 mph (3 to 5 km/h), shift the transfer
case lever firmly to the desired position. Do not pause in
transfer case N (Neutral).
NOTE: To shift from 4H to 4L, the shift lever should
pushed away from the driver, and then rearward into 4L.
In 4H, there is a neutral stop to prevent shifting into N
(Neutral) by accident.
NOTE: Pausing in transfer case N (Neutral) in vehicles
equipped with an automatic transmission may require
shutting the engine OFF to avoid gear clash while
completing the shift. If difficulty occurs, shift automatic
transmission to N (Neutral), hold foot on brake, and turn
engine OFF. Make shift to the desired mode.
NOTE: Shifting into or out of 4L is possible with the
vehicle completely stopped, however difficulty may occur
due to the mating clutch teeth not being properly
aligned. Several attempts may be required for clutch
teeth alignment and shift completion to occur. The preferred
method is with the vehicle rolling 2 to 3 mph (3 to
5 km/h). Avoid attempting to engage or disengage 4L
with the vehicle moving faster than 2 to 3 mph (3 to 5
km/h).
Hope that helps