4 wheel drive on 2001 Explorer Sport

I have a 2001 Ford Explorer Sport.  The 4 electronic wheel drive system does not stay engaged all the time.  It seems like when the vehicle is cold it will go in without any problem, but once it warms up it seems to go in and out of 4.  Sometimes it will not go in at all.  You can hear clicking under the dash when this is taking place.  Any ideas of what to try?
 
Thanks