2004 Jeep Cherokee 4 wheel drive

Alright so I have a jeep and there are two shift knobs, 1 for park, neutral, reverse, lo, high, and one for the 4 wheel drive: 4wheel drive, neutral, and 4lo. When I try to put the 4 wheel drive shift into neutral so it isnt always in 4 wheel drive (to save gas mileage) it puts the whole care into neutral. Is there anyway I can drive with the car in 4 neutal? Should I try to go slow like 2 or 3mph and then put it in neutral and try to drive? The book says to do that but it doesnt work