4 Wheel Drive/SUVs: transmission, shift linkage, transmission gear

Question
gear releases when in 4th. This does not seem to happen when 4 wheel drive is engaged.

Answer
Frank,

There are several things that can do this. The first thing to check, is your motor and transmission mounts.  If they are bad or broken the motor and transmission can move enough to allow the shift linkage to hit other components and push it out of gear.
If this is not the problem, then you could have a failing component in the transmission itself.

Carl