@
cassato
, there are threads on the forum about this issue. Read them for the details about what has worked for people. IIRC, worst case is you need a new actuator (very expensive) but best case is that sometimes it just takes persistence - keep trying to engage it and eventually, whatever is gummed up will start moving and it will work. Search for those threads, they should be helpful.
Also, be sure to "exercise" your 4WD monthly as recommended in the manual once you get it functional. There's a thread for that too to remind everyone.
Good luck, hope it works out for you.