Isit just the 4x4 light? On mine the 4x4 abs and traction lights came on at the sametime. It turnedout to be the transfer case actuator motor. Theres a worm gear that strips a plastic gear inside. It can be turned around easily if that is your problem. How to check? Listen when you turn your x off. It will usally click a few times under the truck after its turned off. Again, easy fix if it is. Go listen and report back.

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2006 x5 4.4