Sometimes it may seem that you have engaged 4WD but actually the lever has not reached its correct position; the light also may come on momentarily and come off a second later for the same reason. On my 2004 TJ, I push the lever slightly to the right and pull it up until the light comes on, then I push it back to the left and pull a little more. Once it won't go any further I can be sure I'm in 4WD.
The light that comes on when 4 wheel drive is engaged is not the service light. It is just an indicator light that comes on to let you know the 4 wheel drive is engaged. It will go off when the 4 wheel drive is disengaged.
It is vacuum operated, give it a few minutes, or cycle from park to reverse, to drive and it should go off, it always will after a while.
The 2004 Jeep Wrangler has four wheel drive.
The 2001 Jeep Wrangler has four wheel drive.
The 2003 Jeep Wrangler has four wheel drive.
The 2011 Jeep Wrangler has four wheel drive.
The 2014 Jeep Wrangler has four wheel drive.
The 2009 Jeep Wrangler has four wheel drive.
The 2002 Jeep Wrangler has four wheel drive.
The 2006 Jeep Wrangler has four wheel drive.
The 2012 Jeep Wrangler has four wheel drive.
The 2013 Jeep Wrangler has four wheel drive.