low or dirty fluid may be the culprit. not sure about your 02, but my 04 is a "sealed" system, no tranny fluid dip stick to check fill level or for dis- coloration. you need a special tool, (cheap, do a search on this forum) to refill the tran pan. there is an excellant how to on this site, complete with photos. otherwise, take it to a trust local shop. I know my local Ford has a special going for $99. Don't pay for the transfer case fluid change, you can do it yourself for about $9, takes 5 minutes.
One other item, if you do your own, dropping pan, filter change, and refill your probably only changing about 1/3 of the fluid in the tranny. some say do a flush, others say NO, seems to me the debate may rest on weather the return lines are drained as it cyclec thru.. do a search on flush or not debate and make your own decision. I personally would not, but ironically my local Ford says they've been doing it for years, with no negative issues... if it were me, and Ford did my tranny flush, I'd keep my reciept if it developed problems later it should be on them...