Hi guys OK this is going to be a silly question I'm new with my samurai to be honest its my 1st 4x4 i always built VW's  but here my question the transfer case do we drive in neutral or in hi I had in neutral it shake so bad I had to put in hi! when I bought the vehicle the rear drive shaft what taking apart i may not have it right any suggestion!

With the transfer case in neutral you shouldn't be going anywhere.  It will just sit in place.

For driving on the road you always want to be in 2wd high.  Running in 4wd in anything other then low traction environments (dirt, snow, ect) you may end up with binding and some of the issues you are mentioning.  This is due to the transfer case not having an active clutch system to split the power front and reard like an AWD vehicle.

Do you have a stock transfer case?

...the rear drive shaft what taking apart i may not have it right any suggestion!

Check this video out:

http://www.acksfaq.com/driveshaftvideo.htm

I hope that this helps!