It's normal for 4WD (4HI or 4LO) to make steering difficult. When in 4WD, steering is always going to be more difficult, because the front tires and rear tires follow different arcs, and 4WD locks the front and rear axles together.

If you use 4WD only on low-traction terrain that requires it, this shouldn't be a problem. However, if you're using 4WD on pavement, then that's a no-no. (Tip: wet asphalt is a high-traction surface, so when "going from one trail to the next", shift into 2WD.)