If it is full time 4x4 then it might be normal. But I found a bulletin for a similar issue that is caused by a failed part in the transfer case. Better safe than sorry.
Bulletin No.: 08-04-21-005A
Date: March 18, 2009
Borg Warner(R) NR3, NR4 Transfer Case - Parking Lot Shudder, Binds On Turns in 4 High Open, Crow Hop (Replace Plastic Mode Fork)
2006-2008 HUMMER H2, H3
with Borg Warner(R) Transfer Case 4493/4494 (H3 - RPO NR3) or Borg Warner(R) Transfer Case 4484 (H2 - RPO NR4)
This bulletin is being revised to change the labor operation from a published operation to a bulletin only operation. Due to this change, the time has been reduced. Please discard Corporate Bulletin Number 08-04-21-005 (Section 04 - Driveline/Axle).
Some customers may comment on transfer case parking lot shudder or bind on turns in 4 HI "Open" position on vehicles equipped with Borg Warner(R) 4484, 4493 or 4494 transfer cases.
The plastic mode fork in the transfer case may have melted, which binds the transfer case in a partially applied position.
Edited by Ironmike on 2/8/2010 at 3:09 PM EST