Could you tell me what selection you have on your 4x4 shifter?
You have 4 high (full time) N 4 Low and nothing else?
Quadra only sends power to the front axle when it is needed, it uses a hydraulic unit that senses slip then send power to the front.
You also need to make sure your getting it in to gear right, for me I found that getting to 4 low can be hard as they tend to bind, move the 4x4 shifter to N take your foot off the brake and pull it into 4 low, do the same getting back out.
I have owned every 4x4 Jeep T case in Grands from 93 to 02 they offer fantastic traction and options and are strong.
Make sure your T case fluid is full, if you have never changed it DO SO, as dirty fluid plays hell on them, if you do have Quadra trac you need to get the correct fluid for the case, go to your Jeep dealer and get it, DONT put trans fluid in as this dose not work right with the system.
If you want "Locked" run the system in 4 low, as heavy off road in 4high with Quadra is not the best for heavy off road, use 4 low to that.
If you need more help just ask, I hope this worked.
1993 2HI N 4LO, 1998 5.9 LX Quadra trac with limited slips 2000 2HI, 4HI full 4HI part N 4LO 2002 Limited with Quadra with Vari-Lok differentials.