2001 Ford Explorer 4X4 won't engage

I did as you suggested but got no response, problem remains. Are there any fuses or relays I should also be looking at (other than the fuses I've checked under the hood)? What next?

Ok. Before I do this, are there any relay/solenoids in the circuit that could be defective and can be checked for operation? Also, what about the shift motor itself?

Thanks for the info. I'll do what diagnosis I can (I'm an aerospace engineer so the electrical circuitry doesn't particularly scare me but your info really helps me know where to look specifically) before I look at spending a bunch of hard earned cash at the dealer (I'm never convinced that the dealer's best interest isn't to hike up the cost of the repair!). I'll let you know what I find. If nothing else for info for your database if others report similar problems via this website.