hey i noticed when i test drove a 4x4 ranger it did the exact same thing... it did it twice i read the manual and it said i was going into the 4x4 the correct way.. stopping and putting the car in neutral then switching it over or whaever and it still didnt work... so i decided not to go with that truck.. you could try the switch thing but if you can just take it up to some people at a shucks or an autozone.. in my area they are glad to come and check things out for free adn usually save me a couple bucks when im looking to fix up my car!
sorry if this wasnt much help but i tried!