After SUV warms up, I get a clunking sound from my transfer case.

I have a A4WD expedition. When I first start driving it, the engine runs fine, shifts fine, and feels good. When it warms up, the engine still runs fine, but I get a clunking noise from my transfer case that repeats over and over from speed 15 - 35 appox. At higher speeds it goes away. When I brake, I hear (feel) it again at those same speeds. When I put the SUV in 4WD, there is no problem at all. I'm kinda lost on what this may be.