1994 Ford Explorer V6 4.L 231 k km's stuck in 4 wheel drive

About 2 weeks ago I noticed my truck running real sluggish, almost like it was it was driving in a low gear. I also noticed that when I take the truck out of park to reverse the truck shudders and when I go from reverse to forward the same thing. I thought it might be my tranmission filter so I had that relpaced (don't know why I listen to my "i know everything about cars" friends. But anyways when I took it to the shop to have the filter replaced, the mechanic told me that my truck was stuck in 4 wheel drive or 4 low. Now I just bought the truck (private sale from a friend) about 3-4 weeks ago and everything was fine but the night before all my problems started the 4x4 light came on, and when I had bought my truck my friend said the 4x4 did not work in the truck, and obvisouly he was wrong :). Any ideas at to why it would kick in all of sudden and I'm not able to get it of 4 wheel drive?

Any help is greatly appriciated