So then it would be logical to assume that there is a gearshift position sensor that is stuck on even though it is only supposed to be activated when the machine is shifted into 4wd. There is a gearshift position sensor located on the outside of the engine case, I am not 100% sure, but I think it would be on the left hand side as you are sitting on the machine, but check both sides as I am not sure. It is a small plastic thing with two screws holding it in and wires coming out of it. There is a small pin that allows the gear shift shaft to turn the switch portion of the gear position sensor. I would suspect that either there is a problem that is not allowing the switch to be turned, or the sensor/switch itself is just bad. This same switch should probably activate a Reverse light, does the reverse light work properly? Good luck.
Yours truly, sincerelly, love always, Josh aka The DirtDemon.