There is a vacuum line that goes to the front differiental actuator. Disconnect that vacuum line and see if it still does it. The switch on the transfer case may be sticking and causing the front actuator to be partially engaged.
if you can't find the vacuum line let me know and i can send a pict.
Here is a picture of the drivers side under the hood towards the back, Disconnect the vacuum line going down to the transfer case. Disconnect it and plug it and see if it still makes the noise.