Hello out there!
I just bought my first vehicle and it happens to be a 2002 Jeep TJ. Within 3 days of getting her, I took her on a road trip across the country through some wicked winter storms - she was great! I was able to pop her in and out of 4x4 really easily when needed.
BUT When I try to put it in 4lo, there is an AWFUL grinding sound - it's like it's not engaging at all. Just tonight while driving around in the snow in 4hi, I heard a "pop" sound and a few seconds later the grinding

I haven't used 4LO in a long time, but I remember hearing that sound. Did you engage the transfer case into 4LO properly? You have to make sure you are coasting 2-3mph in Neutral, then shift into 4LO, and then back into Drive or a low gear. Hope that helps.

what you describe sounds like the transfercase linkage could be a little out of alinment? The linkage attaches to the body tub and the transfer case and if there is a body lift or lift kit it can make it so your transfer case won't fully engage. I had mine pop out of 4 wheel low one time because of this with a loud pop and grind as if it would not fully engage. If that is the problem advance adapters and I believe superlift makes a new linkage assembly that bolts directly to the transfer case and gets rid of this problem with lifting TJ's. Quadratec has it in their cataloge.
happy time with your new Jeep.

I've had a little problem with my xfer case before. I find that it's almost worth it to just stop, put it in neutral, and go from 4hi to 4lo in 1 movement.

On the other hand, I have problems with mine popping out of 4hi when I pull too hard. I'll look at the linkage. Thanks for the tip!

Quick fix is stop, put it in N, pull it up to 4L, reverse a few feet to ensure it engages.

I recently had that same problem. It is a Jeep and requires you to force it into four Lo. Electronic 4WD Lo can be as simple as the push of a button, Not a wrangler, it requires you to use just a little force when going into 4 Lo. Put transmission in N, pop it down using medium pressure and force it down like a redneck on a hog. This should fix it. It doesn't fully engage unless you handle it like a Jeep. The linkage should be ok. The grinding you heard is the transfer case pushing back out of 4 Lo. Mine did the same exact thing and a redneck from the dealership I got it at showed me. I felt like such a dummy. I hope this helps you out.