Ford 2003 Explorer Owner's Manual page 113

Driving
Parking
On some 4WD vehicles, when the transfer case is in the N (Neutral)
position, the engine and transmission are disconnected from the rest of
the driveline. Therefore, the vehicle is free to roll even if the automatic
transmission is in P (Park) or the manual transmission is in gear. Do not
leave the vehicle unattended with the transfer case in N (Neutral)
position. Always set the parking brake fully and turn off the ignition
when leaving the vehicle.
Normal characteristics
On some 4WD vehicles, the initial shift from two-wheel drive to
four–wheel drive while the vehicle is moving can cause some momentary
clunk and ratcheting sounds. This is normal and should be no cause for
concern.
Driving on sand, mud and water
When driving over sand, avoid reducing the tire pressures; instead, shift
to a lower gear. Apply the accelerator slowly and avoid spinning the
wheels. If you must reduce the tire pressure, make sure you re-inflate
the tires as soon as possible. Avoid excessive speed because vehicle
momentum can work against your vehicle and cause it to become stuck.
If you must drive through high
water, drive slowly. Traction or
braking ability may be reduced.
Also, if the ignition system gets wet,
the vehicle may stall.
Once you're through the water, always dry the brakes by moving your
vehicle slowly while applying light pressure on the brake pedal. Wet
brakes do not stop the vehicle as quickly as dry brakes.
When driving through mud, be cautious of sudden changes in vehicle
speed or direction. Even 4WD vehicles can lose traction in slick mud.
Apply the accelerator slowly and avoid spinning your wheels. If the
vehicle does slide, steer in the direction of the slide until you regain
control of the vehicle. If the transmission, transfer case or either axle
become submerged in mud or water, their fluids should be checked and
changed, if necessary. After driving through mud, clean off residue stuck
to rotating driveshafts and tires. Excess mud stuck on tires and rotating
driveshafts could damage driveline components.
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