When turnIng very sharp, ie. locked steering 
wheel while in 4hi/lo it will feel off. If I'm having
 to do a 5-10point  turn around on a trail if no 
obstacles will put into 2WD just for that reason.
 As @Dirtydog said it's normal but
to a point . Can you describe a little
more what's going on?
 Are there noises, metal on metal
squealing ,  some sort of rubbing
sound or vibration , burning rubber
with smoke pouring out of wheel
well, Throw us bone .lol