Shifting Problem

While driving i had used the 4x4 auto selection and while I was driving I shifted into 4x2 or 2wd. I began to notice that after shifting into 2wd the transmission or transfer case began to make a whirring sound when the accelerator was lifted and stopped when pushed. i drove about 5 more miles when there was a sudden thunk and the explorer would not move while in drive.
My question is: Is there a problem shifting from 4 wd into 2wd while driving and does the control switch get stuck or do I have a bigger problem?

Its got 4 wheels and says Explorer something, you know! Since I have no idea of the year and engine, I can't answer exactly. Do have a couple of ideas of what it could be. Start looking for a used transfer case. Chain stretch acts that way when it hits the side of the case. It might have snapped and jammed snapping the teeth on the cog gear that switches between hi and low. Assume the vehicle doesn't lock when you put the tranny in park. In many cases the only difference between 2 and 4 WD is just an electric clutch.