Engage the front hubs by switching into 4HI (while moving <=25 mph and/or stopped), then switch back into 2HI. Now you can switch between 4HI and 2HI at any speed you wish, as long as you don't backup. If you back up, or reverse direction in some other manner (roll back on a hill in 2HI if driving stick, etc.) your hubs will unlock, and then you can't/don't want to switch to 4HI at higher speeds.
You can always switch to manual hubs if you want to, $125 and a few hours install time...
[edit] I should add, no real problem driving on wet roads (or even dry ones) in 2WD with the hubs locked, you just lose a fair bit of mpg due to the increased drag, and put a nominal amount of wear on the front drivetrain components (about the same as driving in 4HI.)[/edit]