2005 Chevy Suburban four wheel drive

I was using four wheel drive high last night in the snow and a noticeable whining noise appeared about 20 miles into my trip from the p/s front wheel. i disengaged the 4 wheel drive and the noise went away. This morning, out of curiousity, i tried my 4 wheel drive in low. I put vehicle in neutral as always, pushed the button for low and then put my vehicle in drive. it acted like i was still in neutral. i put it back into 2 mode and all is well. obviously there is a problem, what are your thoughts?

sam