when I engage the 4x4 the light 4x4 turn on in the dash. When I will make a turn on the road and that there are approximately 3 A 4 inch of snow in the street the 4x4 disconnect it some second after it my 4x4 reconnect by itself  without my help .  it's my problem tank to agree to help me

what year is your vehicle? it might be an automatic hub situation....i think they are vacuum comtrolled and can intermittently fail.

The year of my vitarra is 1999