First...your 4 wheel drive should be an "on the fly" engagement. Meaning it should be a push button. If so, you don't need to drop your tranny into nuetral. If it's a manual engagement lever (shift stick), than you need to put your tranny in nuetral only to shift to low. Make sure you are completely stopped too. For 4hi, you can shift while driving under 15mph. I don't recall ever having a problem with mine engaging low, but I know to disengage it I have to drive back and forth a few feet to get it to unlock. Try that to get it to lock too. Sometimes it takes a minute. If you have a stick shift 4WD lever, the reason you have to shift to 4lo kind of slow is b/c shifting too fast could mesh the gears. Shifting slow will ensure proper alignment of the gears when engaging.