These guys are correct, I just want to add that it will grind like hell if you do it smoothly. You have to go for it very quickly, throw it in there (even then it might grind, but it's ok). The first time I did it I was really wondering if it was normal, but now I know it is.

Also, you can even stop the engine completely with both sticks in neutral, then put it in 4L (leave the main shifter in neutral though, anyway, I think the X wouldn't even start if it's not in Park or neutral), then restart the engine. I personnaly didn't have to go that far to make it go in though.