GMC 2006 Sierra 1500 Pickup Owner's Manual page 338

Q:
Suppose, after stalling, I try to back down the
hill and decide I just cannot do it. What should
I do?
A:
Set the parking brake, put the transmission in
PARK (P), or the manual transmission in FIRST (1),
and turn off the engine. Leave the vehicle and go get
some help. Exit on the uphill side and stay clear of
the path the vehicle would take if it rolled downhill.
Do not shift the transfer case to NEUTRAL when you
leave the vehicle. Leave it in some gear.
4-26
CAUTION:
{
Shifting the transfer case to NEUTRAL
can cause your vehicle to roll even if the
transmission is in PARK (P) (or, if you have the
manual transmission, even if you are in gear).
This is because the NEUTRAL position on the
transfer case overrides the transmission. You or
someone else could be injured. If you are going
to leave your vehicle, set the parking brake and
shift the transmission to PARK (P) (or, put your
manual transmission in FIRST (1)). But do not
shift the transfer case to NEUTRAL. Leave
the transfer case in the Two-Wheel High,
Four-Wheel High or Four-Wheel Low position.