Outer Limits 4x4 Board

When I run the car (98 Rodeo d/cab) in 4wd there is a very noticable whine coming from the gearbox. If I place it into 2wd it is still there for a while or until I change gears or pop it into neutral then back into gear.

What could this be?

transfer case

it's what all the isuzu's do
you will also notice it stinks when driving on the beach- to cure this, you need to fit a 3" exhaust and remove the catylitic exhaust flow restrictor