Make sure all your tire pressures are the same. And I hope your tire sizes are all the same. If the tires are not at the same diameter, then that creates binding. If there is sufficient binding in the drive line, the 4wd will not disengage. That's where trying to backup and pull forward sometimes help to relieve the binding. Make sure you backup and pull forward slowly.
Worst comes to worse, pull the switch motor off the transfer case and manual switch it to 2wd.
Mine over the years has had intermittent bad behavior. Last time I was out offroading a couple of months ago I had already used it a few times. And then we were heading up a new trail that I needed it in 4wd and it wasn't cooperating. I backed my truck back down to a flat spot and did the tapping the motor trick to get it into 4wd. But, I have yet to have to pull the motor off to manual switch it. But, I have friends here in Texas that have had their motors removed so that they could get theirs switch in and out of 4wd on a consistent basis. One of them, SVO, even developed a specialized socket for his.
Its too bad Ford never gave the Sport Trac 4x4 owners the choice of the manual BW1354 transfer case. But, they do put them in some Rangers. So it's possible to buy a manual transfer case for our trucks.