Similiar Problem
The snow was falling, the 4X4 high light was on and my front wheels were engaging. I reached my destination with no problem, but the return trip is another story. Started up my 97 Explorer, turned the 4X4 high on and got no light and four wheel drive which made for a tedious trip on the back roads. I checked the fuse specified in the owner's manual and it checked good and now I'm at a loss. Any ideas on what I need to do?