well, it's transfer case, rear differential (which I don't think it could be), or inside the tranny the center diff or viscous coupler. Try finding some gravel and back up in a circle. if the wheels kick and act choppy then that's where the problem lies. It's a drivetrain mechanical problem for sure. It's hard to say, but the most common is the center diff. If you're mechanically inclined you could pull it out fairly easy in a few hours (have a gear puller handy). If you need more help get me online. my aim name is NiNeT1dsm and I've done all the above mentioned so I know what to do.
Curt