I cant be 100% certain, but I know we used to always put 4wd's in Neutral on both the tranny and transfer case to tow 4wd's. not sure about the X's. But of the ones we've had to tow, it wasnt for long trips either, usually bringing them home from breakdowns.
But on the other side, I personally wouldnt recommend towing for long distance like that, but I could be wrong on this. Curious to hear what others have to say on this one myself.