Could be a few things... "drive train wind up", as in pressure on the drive train that might come from making a turn in 4wd, and not going straight/back the other direction a little bit to releave the tention that comes from the front wheels needing to travel farther than the rears. Could also just be your shifter linkages need lubed, if it's manualy shifted, or if it's got the knob on the dash, it could be part of that system, I'm not farmiliar with it...
I would: unlock the hubs, and drive in a straight line a few feet, and then back up, goosin' the fuel, tryin to spin the tires a little, maybe 2 or 3 times... then, with the trans in neutral, try to shift back to 2 wd. if you can't get the hubs unlocked, you can still try the same thing, on grass or gravel either way. I always put the trans in neutral when shifting the transfer case in any truck... easier on the truck that way.
If it's the manual linkage, have someone inside the truck try to shift it for you while you watch from under the truck... BE SURE TO CHOCK THE WHEELS, THE TRUCK MAY ROLL OVER YOU! check it out... let us know what happens... good luck!