I have a 2003 Explorer and the 4X4 will not engage. Before it would not turn the light on when you pushed the button. and it would kick in 4x4 while driving. so I replaced the 4X4 Module behind the glove box. Now the light comes on and off like it is suppose to. But it will not engage the front wheels. You can put it in 4x4 high or low and the Transfer case will shift. but it will not engage the front axle....... Help please>>>>

 

Sounds like you my need to check your transfer case actuator.

 

When you shift it in to 4 low you can hear the transfer case change the gearing.
So I might be wrong but I don't think the problem is there.