Familiar Sound?

95' Sonoma 4x4 SLE

I have this noise coming from the truck like a rock is stuck in the tire but there is no rock in the tires. As I drive faster noise goes faster.....slow down noise slows down.
I discovered the other day that if I put it in 4HI the noise goes away! Something seems to be knocking when it's in 2 wheel drive only!! Is it possible it is not disengaging fully from 4HI! If so what causes that?

Any ideas????

Dennis