GMC 2011 Sierra Owner's Manual page 361

6. Turn the transfer case dial
clockwise to N (Neutral) until
it stops and hold it there until
the N (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, make
sure 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 out of N (Neutral) do the
following:
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).
3. Turn the transfer case dial
to Two-Wheel Drive High,
Four-Wheel Drive High,
or AUTO.
After the transfer case has
shifted out of N (Neutral), the
N (Neutral) light will go out.
4. Release the parking brake prior
to moving the vehicle.
5. Start the engine and shift the
transmission to the desired
position.