Are you following the instructions in your owners manual ? I believe they say in Neutral, rolling forward at 2-3mph. If not, I'm mistaken and follow the owners manual. Lastly...... I'm not trying to insult your intelligence, but I noticed myself making this mistake when I first got my Jeep so just want to rule it out for other smarter people to diagnose your problem. Are you following the shift diagram and moving the stick over slightly ? You cant just move from 4H - 4L in a straight line.