wierd clunk when starting

ok so when i am at an idle and the car is stopped i accelorate and drive foward. this nasty clunk clunk clunk comes from the rear of the jeep i think at the end of the exhaust... i think. i have no idea what it is. the guy i bought the jeep from said that the exhaust was connected to the transfercase and thats why it is making that noise. do you guys know what it is and most importantly HOW THE F**K do i fix it. thanks guys!

Um.... exhaust connected to xfer case? There is a bracket there that may have broken. Take it to an exhaust shop and have them take a look. Or just grab the exhaust (when cold) and reef on it to see where it is rattling.