Whats wrong with this thing ???????

Typically for 4 high you can ease it in going down the road at a moderate speed. For 4 low you need to stop, put trans in neutral and pull into 4 low.

Unless someone put aftermarket lock outs on it, it should be engaging. There is a unit on the front axle that runs on vacuum to lock the front axles together for 4 wheel. Sometimes the unit itself seizes up from not being used or the vacuum hose goes bad.