Truck shake!

My truck, Blazer silverado runs fine but wehn i change the gear from P to R the entire truck shakes and make a loud noise! Wehre should i start looking the problem? Dou you think that my automatic transfer
is broken? Any help? Thanks in advance. CLT.
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Greetings,
The simplest and least expensive thing to look at first is a broken or loose motor or transmission mount. Going from Park to Reverse doesn't involve the transfer case at all. If your truck goes from 2wd to 4wd and back with no problems then I think we can rule out your transfer case.
The next thing to consider is a tranny problem, and I'm not informed enough to tell you what might be wrong at that point.
Cheers - Jonathan

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Thanks Jonathan for your answer! CLT.
Jonathan wrote:

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