Mechanic Q: My 4 wheel drive doesn't kick in right away.?

I had a problem in the spring. It was stuck in 4low and wouldn't come out. It finally dropped out after about a week. I changed the u-joints on the front axles and now it won't go into 4x4 unless I drive it around for awhile with the switch left in the 4high position. It drops out right away when I switch it off but then when I want to use it, it won't go in again. Where should I start?