4x4 Front End Not Pulling

I recently bought a 94 Honda Passport. The vehicle runs good and is great. But I'm having problems with the 4x4. When I try to lock it in the front wheels don't pull. The light on the dash lights up saying that it is engaged but they aren't spinning. It does put the rear into low gear and high gear. If any one could help me it would be greatly appreciated.
Thanks,
Holliday

Are you hubs locking? Do CV's spin?

I actually got it fixed tonight my front driver side auto locking hub wasn't locking so we took it apart and replaced to little locking thing and it's fixed now. Thanks for your reply though