My grandma had a problem simular to this. It takes about 3 seconds to disengage or re-engage when you are not pushing on the gas. if you are pushing on the gas then it waits until you remove your foot from the accelerator. Also can you actually tell if the 4 wheel drive is engaged or are you just going by what the light on the control panel says because sometimes the light will be wrong. Just re-start your vehicle and see if that makes a difference.