Sounds like a problem with your brakes. Even if the full time 4wd keeps you from spinning, you will still be able to move the wheel back and forth a few degrees because of "slop" in the system.
If frozen and not moving at all, its the brakes. Try loosening the bleeder screw and see if there is pressure in the caliper. Fluid should run out, but any spurt or gush indicates frozen caliper or bad brake line.
If frozen and not moving at all, its the brakes. Try loosening the bleeder screw and see if there is pressure in the caliper. Fluid should run out, but any spurt or gush indicates frozen caliper or bad brake line.