When locked in 4WD, the drivetrain is forcing the front & rear axles to rotate at the same rate. The differential on an axle can compensate for the different turn rates of the two tires on that axle...like when you go around a corner. Unfortunately, there isn't a differential to allow this to happen between the front & rear axles (Subaru's vehicles have 3 differentials for this reason).
End result is that the drivetrain ends up getting a ton of "back-pressure" built up throughout the system. This pressure jams the teeth of the gears together, and makes it virtually impossible to get out of 4WD. And, in some cases, you may be able to get it out of 4WD, but the gears will remain jammed together...thus leaving you in 4WD.
To alleviate this pressure, all you have to do is simply drive in reverse a little distance. The reverse rotation helps disperse this back-pressure & allows one to easily shift back into 2WD. The distance to drive is highly debated...some swear a couple tire rotations while others will swear you have to go 100 feet. I personally have found that a couple vehicle lenghts in reverse will always alleviate the back-pressure...whereas a couple feet may/may not do the trick.
Hope that all makes sense...heh
