2003 vibration when auto4 or 4hi is engaged

Help, Help. 34k miles the vehicle has been in th shop to replace the transfer case, shaft in the front dif and transmission rebuilt. I brought the truck in for a slippage in the trans and vibration in four wheel drive. The above is what they replaced and I still have the noise. Is the noise normal? I have driven a few other vehicles and they do not have the same noise when 4wldr is engaged. The dealer tells me noise is caused by the front differential gears and that the noise is differnet an all trucks. When vehicle is in 2wd no sound. Has anyone experienced this?

is it a noise or a vibration? A little more noise is normal because you're hooking up more gearing but should be no vib.