4×4 question

Okay so I know how its supposed to work…
Leave it in 4×4 and it will only engage when the back tires slip.

How mine seems to work…
I can only get it to "turn on" or at least to get the light on the dash to light up when I’m stopped and in gear, if I’m rolling at all it won’t engage ever. When it is engaged it seems to always be on, even at low speeds on a hard level surface I can feel the front end fight when I’m turning. I can turn it off at any speed.

I don’t have the marbles in the can noise, but when its engaged and I’m turning it sounds and feels like it fighting against itself almost a grinding noise. It has been this way since new and I now have about 2400 miles. I don’t use 4×4 very often.

Ideas??? Opinions???