It's normal for one tire to rotate forward and the one on the other side to rotate backward. That's done by the differential and is what allows the wheels to rotate at different speeds when going around a corner. Both drive shafts should be locked up when the transmission is in park. Even if you shift it out of park, you're turning so much stuff inside the transfer case that it's easier for the other wheel to turn than it is for the drive shaft to turn. The exception is if you have a locking differential. That will force both rear wheels to turn together, and to turn them, you will have to turn the drive shaft. You will not find a locking differential on the front, and some rear models do not lock up until a certain speed difference is reached between the two rear wheels.