There are MUUUUCCCHHH safer ways to do it than what is mentioned above (jacking up the back)!!!
I don't even like starting a car when it's jacked up let alone trying to and move it!
It is far more safe to put it in 4wd so that you hear the clunk and the light comes on, then proceed to lift up the FRONT, not the back. From here you should be able to rotate one tire, and the opposite tire should rotate the opposite direction. And if you hold one tire and rotate the other, it should rotate a very small amount, then stop.
If you rotate one tire and the otherside rotates the opposite direction, then your hubs are engaging, and your problem may be inside the trasfercase (highly unlikely).
If one tire rotates while the other stays still, then you're problem is then most likely in the hubs.
I hope you can make sense of that. I have a bad headache so I'm not going to gaurentee that it makes any sense what so ever. maybe somebody else can explain it better.