2005 wont start

i got in my yukon and it cranked but wouldnt start. after trying several times it started and the theft deterrent light stayed on..anyone have this problem? i went under the hood and pushed the fuses in tight and started it and the light went off. any ideas?....the last thing i did before i shut it off was switch to 4low 4wd..could that have something to do with it? thanx....