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Thanks everyone for your replies. Thinking back to when I got stuck in our driveway I didn't get out and try manually locking the hubs. If it takes forward motion to engage with the ESOF then that may have been the problem. (It is probably called shift on the fly for a reason other than that I had thought LOL)
What I started doing when I was tiptoeing around with it in the woods after that was engaging the hubs to lock as some of you suggested and then using the dash switch to do what I thought was engaging the transfer case. I am thinking now after reading what some of you have posted is that the dashboard switch does two functions: 1) engages the hubs in they are not manually locked in and 2) engages the transfer case either into hi or lo range.
I have used the dash switch without manually locking in the hubs when I was actually moving and it seems to work fine (at least on washboards) so maybe this truck does take actual forward motion for the hubs to actually engage.
As for the question about the type of terrain I am taking this into the roads are logging roads, and some of them have been either not maintained and/or deactivated with some pretty deep water bars dug across them. It is not extreme four wheeling as in cross country or rock climbing but it is terrain that a dependable 4X4 is needed or else there are some long, long walks back out.
Anyway, thanks again for your replies. I was trying to get my head clear on how this ford 4X4 works. The last other ford 4X4s I have had were a 1997 F350 powerstroke automatic and a 1988 F150 5-speed manual. I didn't have the same problem with them I had with this superduty in my own driveway of all places LOL
2008 F-350 FX4 6.4L
2004 GMC Jimmy 4X4
1997 Chev 2500 4X4 5.7L
1994 E-350 7.3L