I have a 99 XLT 4x4 SOHC...has anyone had any problems with the transmission slipping while driving on different road surfaces. Are there any TSB's on this problem?

what excatly do you mean by different surfaces and are you sure it isn;t just the auto 4X4 kicking in?

This seems to be happening on dry or wet roads. Why would the automatic 4x4 kick in if I already have it set to that?

The auto 4X4 actually works like this:
if your driving normally it's in 2WD mode basically. if you floor it on dry roads you'll feel the front axle engauge and it might feel like a lurch or whatever. On wet or snowy roads it may engauge more often with less gas. It only engauges the front axle once it senses rear wheel slippage. This might be the feeling your getting.