2000 Jimmy no 4WD

I have a 2000 Jimmy and the warning light is lit that says Service 4WD. I notice the switch on the dash to put it in 4-Hi, etc doesn't do anything, and doesn't even light up like the identical switch on my son's '99 Blazer. It will briefly flash when the ign is turned on but does't do any more than that. We even swapped that switch from my Jimmy and plugged it into my sons Blazer, and then it works. So it isn't the switch that's bad. The owners' manual does say there's a fuse in the fusebox on the end of the dash that controls the 4WD, but it is still good. Is there any other fuses etc that could also be responsible for the