4WD won't engage when cold.

[alduane]

I recently started having a problem with my 2001 Ranger Edge with a 3.0 V6. I have the transfer case switch on the dash that has 2WD, 4WD High and 4WD Low settings. When the truck is cold the lights on the dash won't light and the 4WD won't engage when selected. After driving and warming the truck up, I can turn it off and restart it and the lights will come on and the 4WD will engage. 4WD works fine when engaged. Does anyone have any ideas as to what might be happening?
Alan Patterson
Niles MI