On starting my 2002 XLT recently, both the 4x4 High and 4x4 Low
indicator lights stayed on solid.  When I started to slowly drive away,
it was obviously in 4x4 Low mode and the drivetrain was making loud
clunks even when going in a straight line.  I stopped and did
everything I could think of to get it out of this mode - pushing the
4x4 High/Low/Auto buttons with the transmission in different gears,
brake on/off, shutting off the engine and restarting, etc. without
success.  Finally after about 5 minutes, it magically cleared itself,
the indicator lights both went off, and it drove fine.

I drove it daily for 2 weeks without having the problem again until two
days ago - and now it has occurred 3 out of the last 5 times I've
started the car.  Each time it clears itself after about 3-5 minutes,
but I don't have much confidence that it won't become a solid failure
sometime when I'm far from home!

I guess my next stop is the dealer, but does anyone have any ideas of
what might cause this?

Thanks!