Auto or manual? If auto you really need to be in N gear and preferably rolling slowly for the shift to low range. Back to high, again in N gear but you can actually be rolling pretty fast w/out alot of gear clash. If manual, same but you could have problems trying to shift w/ trans in gear if the clutch is not releasing all the way. With either trans, the shift linkage for the t-case needs to be properly adjusted. If its popping out of gear ever, adjust. Put it in 4wd high, then loosen the bolt on the shift linkage under the Jeep. If its out of adjustment, it should move slightly when you loosen the bolt. Obviously this can be hindered by the linkage being dirty/corroded, etc but usually a little wiggling will do the trick. Then tighten the bolt and test. Good luck
Brian