4X4 Transfer Case

Your 4WD system is called "part-time 4WD" for a reason:

If you use 4WD on a high traction surface and make any sort of turn, you'll find the drivetrain gets bound up. Why? Its because the front and real wheels are travelling in different paths when you make a turn. To see for yourself, find an open parking lot with a puddle, drive straight through the water and make a sharp u-turn. Hop out and look at the wet tire tracks and match up each track with the tire it came from. Note how the front tires travelled in a bigger arc than the rear tires. Wider arc = longer distance = more rotations of the tire = more rotations of the front driveshaft (as compared to the rear driveshaft). Since both driveshafts hook up to the transfer case and since the t-case is either gear- or chain-driven and has no "center differential" action, you build up all kinds of stress in the entire drivetrain. Hopefully a tire will slip and relieve the tension before something mechanical breaks.

So what you report is "normal", but then again its not something you want to do on a regular basis. Use 4WD when the traction is poor enough to warrant 4WD. Dry or wet pavement is too high a traction surface for 4WD. You need to be on a surface where the tires can slip if needed to use 4WD. It'll happen even on hard packed dirt. Best bet is to shift out of 4WD after you've been running straight forward for a while and before making any sharp turns.

Your still in 4WD, actual term for this funny feeling is "tight corner braking".