GMC 2012 Sierra Denali Owner's Manual page 282

With the vehicle moving less than
5 km/h (3 mph) and the transmission
in N (Neutral), attempt the shift
again.
To shift the transfer case to
N (Neutral):
1. Make sure the vehicle is parked
so that it will not roll.
2. Set the parking brake and press
and hold the regular brake
pedal. See
for more information.
3. Start the vehicle or turn the
ignition to ON/RUN.
4. Shift the transmission to
N (Neutral).
5. Shift the transfer case to
Two-Wheel Drive High.
6. Turn the transfer case dial
clockwise to N (Neutral) until it
stops and hold it there until the
Neutral light starts blinking. This
will take at least 10 seconds.
Then slowly release the dial to
the four low position. The
N (Neutral) light will come on
when the transfer case shift to
N (Neutral) is complete.
7. If the engine is running, verify
that the transfer case is in
N (Neutral) by shifting the
transmission to R (Reverse) for
one second, then shift the
transmission to D (Drive) for
one second.
8. Turn the ignition to ACC/
ACCESSORY, which will turn the
engine off.
9. Place the transmission shift
lever in P (Park).
10. Release the parking brake prior
to moving the vehicle.
11. Turn the ignition to LOCK/OFF.
To shift the transfer case out of
N (Neutral):
1. Set the parking brake and apply
the regular brake pedal.
2. Turn the ignition to ON/RUN with
the engine off, and shift the
transmission to N (Neutral).