For the most part, the truck is smart enough not to let you break it, even if you're trying

. 2hi to 4hi can be done on the fly, I've gone from 2hi to 4hi up to about 40mph in heavy snow. getting in to 4lo requires the truck to be completely stopped and in neutral, or you will break things...the ecu is programmed to prevent this, and consequently sounds a warning and/or flashes the light on the button to remind you. if you're going from 2hi to 4hi, the light on the instrument panel will flash if the actuators haven't fully engaged, this just means you need to let the truck roll forward a foot or three. dont ever shift to 4wd or from 4hi to 4lo with a load on the engine; in other words, let off the accelerator if shifting 2hi-4hi or vice versa, and *always* make sure the truck is completely stopped before shifting from 4hi-4lo or vice versa.
-Sean