1996 GMC Jimmy Won't go into 4 hi.

My Jimmy will not go into 4hi. It does go into 4 low and 2 hi just fine. As a fluke it went into 4 hi one time and stayed until I changed back to 2 hi and now it won't go back in. When I push the 4 hi button it clicks and blinks then goes back to 2 hi. What can cause this? If it is an actuator problem, where is it located? Thanks in advance.