GMC 2003 Sierra 1500 Pickup Owner's Manual page 133

Pull the shift lever toward you.
Move the lever up as far as it will go.
NEUTRAL (N).
3. Be sure the transfer case is in a drive gear
-
not in
4.
Turn the ignition key to LOCK.
5. Remove the key and take it with you. If you can
leave your vehicle with the ignition key in your
hand, your vehicle is in PARK (P).
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