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Page 179 of my 2004 Explorer Owner's Guide states "AWD vehicles: Vehicles equipped with AWD cannot be towed with any wheels on the ground as vehicle damage may occur". The same page mentions a neutral tow kit for 4x4 vehicles with electronic shift xfer case. You might want to double-check the info you were given - it's hard to believe the '03 is different from the '04.
"Neutral tow" is not installable on Explorers with AWD. As above, AWD Explorers cannot be towed on their wheels and must be hauled on a trailer or truck with all wheels off the ground.