What Dan indicated is a well known problem with the transfer case shift servo. It rotates to the end of play where they installed nylon bushings that get crushed over time. When that happens the servo loses its place and you have to remove it and reposition the internal components. If you do a search on any of the online Explorer forums they have it pretty well documented. I had to do it on my old Explorer as well. You might check the plug at the servo as well and make sure it has not been damaged or disconnected.
