I have the same problem on my 95.5 Rodeo (3.2L V6, Manual Tranny with Superwinch manual hubs). Shift from 4H to 2H, and it stays in 4WD.

Its like this: If I stop and back up, the transfer case unlocks and stops turning the front propeller shaft. In the snow, if I shift from 4H to 2H, it will stay locked unless I get on the gas hard and spin the wheels. The rear wheels break free and the transfer case is no longer locked.

Its a real pain in the ass that I'm going to have to fix sometime soon whenever I can find the time. Don't drive it for any distance in this condition in 2H. Just stop and back up. I'm thinking that your Trooper has manual hubs?

I think that the problem is with a synchro gear in the transfer case.... I haven't spent any time researching it yet.