1998 Ford F150 4x4 problem

I have a 98 Ford F150 with the 4x4 shift on the fly (dash switch) when I engage the switch I get a couple clicks from dash area and the 4x4 light comes on but no engagement of 4x4. Same issue on both 4H and 4L. Have checked and changed 30A fuse under the hood and no result or change. Where do I go next.