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I have an 06 PSD 4D Long bed. I live in Denver and over the last week it has been cold, snow and icy. I used the FWD high mode and noticed when turning it bucks and wants to go straight. (This is mostly in parking lots turning into a parking space). I realize this is the nature of 4WD when engaged and turning in tighter areas but my 01 with with the leaf spring front end over the coil didn't seem to jerk as bad. Anyone else noticed this?
One other question I have and can't seem to find an answer in the owners manual. What is the difference when I lock in the front end hubs and have it no 4WD as offosed to turning the auto switch on in the cab?
First, you should not drive on dry pavement in 4wd. It is very bad for the entire drivetrain. My 01 did this and I am sure that the 05 would buck as well. What is happening is the front and rear end are binding up. You have the lock feature on the hubs just in case the auto feature quits working. If you have ESOF (which it sounds like you do) you have vacuum operated hubs that engage when you turn on the switch.
Mustang42 answered the second part of your question, so I shall answer the first part.
As you have probably noticed the 06 turns a fair bit sharper than your 01, this is a result of being able to turn the wheels at a greater angle due to the coil springs.
If the vehicle turns sharper, the difference between the front and rear axle speed will be greater, so your 01 would have done the same thing, its just that it wasn't at a level that was noticable to you.
The 06 (as a result of its improved turning circle) will do it more, and it has obviously got to a point where you can notice it.
My personal opinion is, that unless you are unable to get traction with the rear wheels, ALWAYS have it in 2wd. If its binding up, it is indicating that you should be able to get traction with just the rear wheels alone.