I have a 99 4wd, and all the lights on the control panel for the 4wd come on when you start it and it will not go into 4wd. Some times it will click and the service 4wd light comes on then goes out and every thing works great. Any ideas on where I should start.

 

Based on the thread title, I clicked here thinking this was really a question about the panel lights.

There is a really good article in the DIY section of this forum detailing some basic steps of 4WD troubleshooting.