1995 Chevy Tahoe 4x4 question. Am I doing something wrong?

[-That-Guy-]

If I put my truck in Neutral and drop it into 4 wheel HI (While in 2 HI) There is a small grinding noise & I feel pressure on the shifting nob? Is that normal? This is my first 4x4 by the way. Just don't wanna mess it up.

Thanks for the help!