94 gmc 4x4 problems

I have a 94 GMC Sierra 4x4 with the 5.7 and the 4L60e trans. When I shift it into 4 high the indicator light comes on but sometimes im not actually in 4 wheel, I actually have to disengage and reingage the trasfer case a few time rapidly and she goes in. I try this in 4 low and it doesnt lock in at all. It does however lower the gearing, I have installed a new thremal acuator in the front axel. Any Ideas as to what is causing this problem???
Thanks Kevin