How long have you had the rig? I would head right back to the dealer. To me you have a valid reason to negate the deal as the vehicle is implied to be a 4x4 vehicle. Especially if it was ever stated, either on paper or verbally that it was 4x4. If it was a matter of it just not working then that might be different but if things have been removed making it impossible to do I think you have a valid case. It's possible the dealer would be just as surprised as you to find out it's not able to be put in 4wheel drive.
I would head on over and very constructively explain the situation and see how they react. You might be pleasently surprised or you might have to push you point.
'09 Wrangler Unlimited
'00 Cherokee, blue.
'90 4dr Montero RS, PIAA lights, Silver