Here is how you use your pt 4WD vehicle most efficiently:
Drive in 2WD most of the time (that's where the name "part time" is coming from - you use 4WD only part of the time)
shift only into 4WD (don't forget to lock your hubs - if you have them) when you encounter snow, ice, or a rain slick road (if you have manual hubs keep them connected during the entire bad weather season).
shift back into 2WD as soon as you encounter dry surface (pretty much all vehicles now have "shift on the fly" that allows shifting without stopping)
you may even want to shift back to 2WD while still on snow - because some vehicles display a binding effect even on snow.
if you encounter turns while in 4WD just know that the steering will not be as crisp as in 2WD (understeer will occur - the turn might be a little wider than planned)
please be aware that ABS does not work properly with part time 4WD
make sure the bed (if you own a pickup) carries about as much weight as the front (especially valid when using 2WD - because the rear is powered and has, because of the empty bed, the least traction of both axles, ). More weight = more traction