You can use 4 locked front and rear in the snow. But if you're locked front and rear, unless the snow is really deep, there really isn't much need for 4 wheel drive. When you're locked front and rear in deep snow (unplowed roads) and you need to turn, sometimes it doesn't want to, but you just hit the gas and the front will turn....just like wheeling with locked front and rear. Sometimes you gotta hit the gas to make the front end pull rather than be plowed forward by the rear.
It's really not as big of a deal as everyone is making it out to be. If you're not familiar with driving in the snow, don't drive in the snow. If you know what you're doing, it's really not a problem.