You have to have it in Park or Neutral to switch to 4L.... this may be your problem.
You'll know when you get it into Low range because it will shift much differently (harder) and your top speed will be about 30mph (you can go a little faster, but don't).
And the way to avoid the grinding is to be agressive putting it into low.. not rediculously so, but don't be a pansy with it. Pull it back easily from 2H to 4H, shift into Neutral, and the push in on the stick ("in" like you're trying to push it through the bottom of the truck into the ground) and pull it all the way back into 4L swiftly and with a *little* bit of muscle.
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Warning! Do not sear the top of your neck hole in the molten lactate extract of hoofed mammals.