Ford F-150 Owner's Manual page 277

WARNING: Do not leave the vehicle unattended with the
transfer case in the N (Neutral) position. Always set the parking
brake fully and turn off the ignition when leaving the vehicle.
After reaching the destination, you must place your vehicle's 4WD
gearshift lever in gear (2H, 4H or 4L).
2011 F-150 (f12)
Owners Guide, 3rd Printing
USA (fus)
Tires, Wheels and Loading
277