When I have mine in 4 Wheel drive it tends to understeer a tad but I am pretty sure it is normal. You are never going to be able to handle like can in 2 wheel drive but remember this is SUV not a sports car!
I tend to drive mine pretty rough but I never drive it hard in 4 Wheel drive. So as far as your concerns I believe they are normal as I have the same thing happen with my 98. Happy Trucking!