1. fuse box? check if you have burnt out fuses. Do you have a high power stereo/amplifier? This may draw more power and blow out fuses faster.
2. Sounds like you have a transfer case problem, and for this you need to take to a repair shop. The thing you can do is look over the shift linkage and verify that nothing is bent or broken between your 4wd shifter and where that connects to the transfer case. The transfer case is the part that has the driveshafts going to front and rear wheels.