What year? Pre 1999 Ford used the fully automatic hubs. These had a bad design causing the cam gear to not operate correctly. If they stay engaged put it back to 2wd and reverses turning the wheel left and right this should disengage them.
1999 and up super dutys had 2 kinds. The Pre 2001 had auto/manual hubs which worked pretty well. The later models used an auto/manual hub but modified. This was operated by a vacuum line, when you engaged 4wd a vacuum was applied locking them. You could also select manaul to ensure they were locked. So look for vacuum leaks.
1989 ford F250 Fuel Problems, It cranks but wont start
Does it have spark, fuel, compression?
did you get out of your vehicle and physically lock the hubs on the front wheels? there automatic locking hubs.
Check and or replace your starter solenoid.
Your starter has gone bad and will need to be replaced unless you can take the starter to an automotive electrician and he may be able to fix it.
no they wont fit 04 is a 16 inch wheel,06 is a 17 inch wheel
torque flight transmission
weak fuel pump.
Either the neutral lockout switch, an electrical connection or the keyswitch. If it's a stickshift it could be the clutch pedal lockout switch.
Do you have automatic locking hubs on the front axles?
check for short to power in the circuit
possible weak batteries?