I've never had a 4wd vehicle before but I have a sneaking suspicion that the way mine is acting is not the norm. Whenever I drop it into Part time or full time 4wd it shakes like crazy and you can forget about reverse! My question is though, can you go in reverse in 4wd or no?

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"You remind me of my jeep..."
L.O.S.T. Member number uhhh....

Yes you can go in reverse in 4wd. Sounds like you need to have that looked at as it shouldn't shake in 4wd.

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99 TJ
71 C101
04 KJ
03 SFA KJ Sport
LOST JEEPS So-Cal

Yeah, something doesn't sound right there. If you are engaging the 4wd properly and it is still doing that... then you might want to take it in to the dealership.

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OH NO! I THINK WE NEED SOME "OH SH*&T HANDLES!!!!
KJ gone.
New ride
05 Rubicon Unlimited, mostly stock.Starting to add stuff.

if it only shakes in 4wd then i would think its a T-case issue
unless there is a CAD like the YJs then it could be a drive shaft my brother bent his front shaft on his YJ but with the CAD he drove home with no problem
when i bent the front DS on my TJ it shook like i had a super swamper with no wheel weight on at all

have you tried 4wd low?
does speed have any effect on the vibration?
what happens when you turn in a circle?