Try this.. Get a friend and have them keep pushing the button as you whack the shift motor on the back of the transfer case with the handle end of a hammer.
If this makes it shift into 4wd then you know you need to rebuild the shift motor..
If it doesn't do it, you still "should" rebuild the shift motor as it is the most likely culprit.
For 4wd (high), it should shift even if your moving.. For 4wd low, you want no load on the drive train (e.g. not moving, in neutral etc)..
Here are 2 threads that should help...
http://www.explorerforum.com/forums/showthread.php?t=202166
http://www.explorerforum.com/forums/showthread.php?t=123542
I got them from the "useful thread" section of the forum..
http://www.explorerforum.com/forums/forumdisplay.php?f=54
~Mark