Coming out of low-range you might need to back up, but just going into and out of high range 4WD is supposed to be "shift-on-the-fly," which means you can pop in and out while cruising down the highway (I think they say 55 MPH or lower, but I've done it at 60). It may take a few seconds for the shift to take place, but it should happen.
Groaning does not sound normal. Perhaps checking adjustment on the transfer case shift linkage is a place to start.