You should identify exactly what you're driving, and put your specs, etc into your signature.
Also, maybe some more detail? Is the car new to you? These cars are part time 4wd, and should never be drive on dry surfaces with the hubs locked and transfer case in 4wd. In any event, as Aqua said, you should check your transfer case and tranny fluid level, and maybe replace them if you have never done so before (make sure that you can get the filler plug out before you go ahead and drain, by the way). Also, getting under the car and manhandling the u-joint for any play (there should be none), etc.