2010 2.7 4wd clutch burn ? Help

I know this is probably kind of a dumb question but when I lock my truck in 4wd high it acts like it doesn't have a whole lot of pull and when I give it a Little gas the clutch starts burning and smokes a little is there something I'm doing wrong or what ?

 

I couldn't find it with a quick look, but there is another thread here on essentially the same subject. The most likely replies suggest the possibility of a previous owner changing a front or rear axle to a different ratio, different tire sizes or inflation pressures. Driving in 4wd on hard pavement will cause problems, but that shouldn't be a serious as you describe.