Noise When Shifting Out of 4Hi

I have a 2000 Cherokee Classic: 4.0L, AW4, NP231 transfer case, Dana 30 front and Chrysler 8.25 rear end. My jeep is not lifted at all, it is bone stock mechanically other than a new set of tires. When I shift from 4Hi to 2Hi, there is a whirring noise that I am pretty sure is coming from the transfer case. It happens when I am on the gas in 4, then without letting off the gas, I shift into 2. When I shift the transfer case into 2, if I let off the gas, it sounds like something is disconnecting in the transfer case and then the noise goes away.

Is it possible that the transfer case is not quite shifting all the way out of 4 and it sticks until I let off the gas? Or what else could it be? Does this happen on anyone else's jeep? Or is this normal? I have a friend with the same set up, and his does not do this at all. Thanks for your help.

Anyone??

Let off the gas before you shift. If you don't, it'll grind the gears a little just as the front axle disengages and the rear wheels slip a bit. Same thing will happen if you shift into 4Hi under power with the wheels slipping a bit. Just let off the gas and you'll be fine.