4x4 problems?

[nice00ford]

Alright. So the other day it snowed some over night and I got in my F-150 I recently bought to head to school. I put it in 4x4 on the slicker parts of the road and noticed that it didn't seem to be engaged all the time like my Ranger was. It was like only when I cranked my wheel one way or the other that it would engage or work. I guess what I want to know is that is this normal? Is there some kind of traction sensor in there maybe? Thanks for the help.