2001 GMC Jimmy 4 wheel drive, shift on the fly.

I really could use my 4wd now more than ever. I have the shift on the fly option. It is stuck in 2wd right now. When I push the 4wd buttom the light starts blinking and I hear a small noise like it may do something. After about 3 minuites it goes back to 2wd again. Same thing with the 4 high button. If I put it into neutral it will shift into 4 low. When I drive in 4 low it makes a high pitch wizzing sound at about 25 mph. I have only done this once or twice because it sounds like it may make more problems. When it is in 4 low only the 2 rear tires spin in the snow. I thought that if I have a 4wd problem I would get a light in my dash that says service 4WD, but that light DOES NOT COME ON. Could this be a simple fix? Is there anything that I could do other than taking it in to a shop?