2000 Chevrolet silverado z71, 4x4 won't work?

[Brad]

The truck has push button 4x4 located on the dash, to the left of the steering wheel. Each button has an indicator light beside it that illuminates according to which mode the transfer case is in.
My problem is that all of the indicator lights are on all the time. If I push a button to put it in 4x4 nothing happens.
Just wondering if some of you pro mechanics have any ideas.

Thanks!