On my truck, I have found the easiest way to get it into 4wd is to lock the hubs, then drive a bit. Push the clutch in (it says in the owners manual you only have to do this when putting in 4Lo, but I do it every time just because...I'm sure it doesn't adversely affect anything) and shift into 4wd. Then when you are done, put the shifter back into 2wd first, drive a bit, then get out and unlock the hubs.
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1969 GMC K2500 
1996 Honda Accord
2007 Kawasaki KLR 650
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