okay you are off to a good start.
Ford built the 95 Explorer automatic with your engine (4.0L OHV) with a low range transfer case, so who says you need advance adapters to get a low range to case in your truck? you need a donor truck.
D30's and D44's are not hard to come buy, and can be had cheaply, especially if you pull it yourself, in CA it can be harder (less 4x4's). They often require a complete rebuild/regear/brakes, ball joints, locker, etc so it gets expensive real fast.
The next step is to decide if you want leaf springs or coil springs.
Steering, trac bar, radius arms, trans crossmemeber, driveshafts, real spring over axle conversion, there is alot to consider.
This has been and can be done in so many different ways before you just into it decide what you want to get out of it and how much $$$ you want to spend.
Look at Jefe's truck for example, solid axle up front, Rubicon express long arm 4 link kit with coilovers, custom brackets, engine cage, etc. That is what you call doing it right the first time, however its also $$$$ even when you weld up all teh custom fab yourself
It does not take nearly that much fabrication to install a early bronco Axle under your truck or even a full size ford D44, complete with radius arms, brackets, coil buckets, etc. the EB axles are almost stock width for an explorer (to match the rear)