bmccoy,

There are generally two things that happen when you put your truck in 4x4. First, the "lever" you are pulling on in the truck is directly attached to the transfer case and shifts the transfer case into 4x4 to send power to the front drive shaft. Second, there are two vacuum lines (as mentioned previously) that actuate the front hub system to lock the wheels onto the front axle. From what I understant, the light on the dash will not come on until these front hubs are locked in. It could be as simple as a small vacuum leak.

My vacuum lines are on the passenger side on the engine and run to the inner fender well where tehre are switching soleniods and then the lines run down to the front axle. Check there first for a vacuum leak.

Good Luck