You should read your owner's manual about how the 4WD works first.
The 4WD is not meant for pavement or continual hard surfaces. Driving on those surfaces with the transfer case in 4WD will cause damage to the drive train.
2004 Jeep Wrangler Unlimited in Electric Lime Green
2012 Jeep Wrangler Sahara in Gecko - Ordered 2012-02-04, Produced 2012-03-05, Delivered 2012-03-10, Picked Up 2012-03-12