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sorry, I just have to ask. 2005 4wd SD with a automatic trans, manual 4l/4H/2 shift on the floor and front locking hub ***** on the front axles. What is that all about? why do I need a **** on the front wheel hubs to lock the wheels? Ford has been making 4WD, AWD, etc for years, why is the hub lock needed and whats the diff if I go 4WD locked or unlocked.
MPGs will hurt since the hubs, wheels and front axle will be tied together. Otherwise most people will "lock 'em in" over the winter, unlock them for the summer.
To specifically answer your question, the manual locks on the hubs are what engages the front wheels to the front axle. To answer your other question, if you engage 4WD and don't lock the hubs, you will be turning the front drive shaft and the front axle but you won't be turning the front wheels so you will be in 2WD, not 4WD.