Are you sayin' your dropping the lever down while the vehicle is moving and you're turning at speed? Yeah maybe stop that. At a stop being the important part. Move the lever down when the vehicle is stopped, in drive. Once you move straight forward through the lights or whatever it will engage the front end quickly but again - avoid any 'sharp' turns on dry pavement if possible, wait for a rainy day to try it? You're not going to destroy it but why stress the driveline in this manner if you don't have to, save it for off road!
If you're moving the lever down while driving expect to feel a little resistance or a defined click as it goes into place, everything is turning so it won't be like butter. Shifting back up while moving however should be like butter but don't expect the front end to disengage right away as someone mentioned, there needs to be some torque transfer, come off the gas then back on it which should do it right away.
Awesome reference here:
4wheel systems.pdf - Google Drive
Cheese video here:
YouTube
No, I sometimes put it in 4H at stoplights for the first 100ft or so then shift back into 2H. All straight lines. This time I did it inside a parking garage in the straight section then I turned the corner and forgot to take it out of 4H. Thats when it started to bind. Lesson learned.