I won't comment on what's advisable but, the transfer case in an '02 DOES have synchro on the front drive hub, allowing it to be shifted between 2HI and 4HI without stopping. There is no synchro on the reduction hub so you must bring it to a dead stop before shifting between 4HI-N-4LO.
To get it into 4HI, what I do is just grab the shift lever and flip it forward with a kind of a backhand movement (the knob is in the palm of my hand and the lever is between the second & third fingers) and it goes in, no crunch, no fuss, going back to 2HI is just grab the knob & pull it back.