chek 4*4

i have a ford raptor 6.2 2010 i like my vehicle and i enjoy driving it off and on road as daily use car i use for work and pleasure anyway when i go desert and try to put it in 4wd most of the times it says check 4*4 and it won't go to 4wd i have to switch off the car and turn on again try to put in 4wd for few times then it will be on 4wd whats wrong am not sure when it says check 4*4 if it is already in 4wd drive or no but i can hear sound for the shaft going to 4wd anyone have the same issue on desert