GMC 2002 Yukon XL Owner's Manual page 262

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Four Wheel Drive Vehicles
Use the following procedure to tow your vehicle:
1. Firmly set the parking brake.
2. Shift an automatic transmission to PARK (P), or a
manual transmission to FIRST (1).
3. Securely attach the vehicle being towed to the
tow vehicle.
4. Shift the transfer case to NEUTRAL. See
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"Four Wheel Drive" in the Index for the proper
procedure to select the NEUTRAL position for
your vehicle.
5. Release the parking brake only after the vehicle
being towed is firmly attached to the towing vehicle.
6. Turn the ignition off.
CAUTION:
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Shifting a four wheel drive vehicle's transfer
case into NEUTRAL can cause your vehicle to
roll even if the transmission is in Park (P). You or
others could be injured. Make sure the parking
brake is firmly set before you shift the transfer
case to NEUTRAL.
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