This is a very common problem and there's a few things you can do.
1) Set dash switch to 4x4 low. Disconnect negative battery terminal for 1 minute then reconnect. Set dash switch to 4x4 auto or 2wd, depending on what model you have make,make sure it's in Park with your foot on the brake. You should hear a clunk then the lights on the dash will go from low to high to off. If not then go to step 2.
2) Take a 10mm socket, a 10mm spanner and a 6" shifter from your tool box. Slide under your Explorer so your head will end up at the transfer case located at the rear of the transmission. Find the shift control motor (It's a little smaller than a starter motor) and located on the rear face of the transfer case. undo the 3 bolts and remove the shift control motor. Once you have the shift control motor removed place your shifter directly on the shaft that the motor will turn and turn it towards the right, it will take a fair bit of turning. Then you will hear a clunk, your truck is now back in high range. Put it all back together so it fits, then it will work as it should, for about 10 uses then it will need to be rebuilt yet again.