I'm having problems with my Blazer being in 4WD LO. Help?

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I just got a blazer recently and I was running through everything to make sure it was in working condition. But when I came to the 2WD/4WD stick, I have a problem. I pulled it out of 2WD and into 4WD HI and it had no problems. Then from HI to Neutral and still no problems. Switched from Neutral to LO no problem either. However, when I tried to take it out of 4WD LO back into 2WD HI, the stick moves but it doesn't come out of 4WD LO. The vehicle still moves even with it in neutral. I thought that make disconnecting the battery like Ive seen a lot of people do would help but it had no effect. I also tried putting it in reverse and backing up and trying to disengage it that way but still nothing. Help please