Need Help Please: ABS, 4x4, BRAKE lights came up while driving

[croman54321]

Hi, while I was driving these abs, brake, and 4x4 lights came up and the car was running in 4x4. I stoped tried to press the 4x4 button to shut it off and didn't work. After a while I shut the car off, and on again and the lights went off and it was normal traction again but after driving it for a little bit the lights came on again. Also averytime immediately after I shut the car off a knocking sound comes for the engine bay, but more towards the driver's side; this noise only lasts for like 5 seconds.
Can some one please help diagnose the problem.
it's a x3 3.0i, 2005 with 75,000 miles.
Thank you.