4wd engaging on its own whilst driving

Hi guys just picked up my first ever jimny yesterday and absolutely love it. Only problem im having is on the drive home 4wd would engage on its own. Its a 2003 so the stick version not buttons. Id notice it was in 4wd and put it back into 2wd. Just a little worried because i know your not meant to be in 4wd on dry tarmac and i had a few miles without noticing that it was in 4wd. Any ide why this is happening? 
Thanks
Eric 

Hi Eric.
I can't help with the reason, but if there was a problem being in 4 wheel drive then you would experience a vibration and a drop in power. If these didn't happen then you shouldn't have a problem.

Roger

Hi roger,
Thanks for the reply. It felt really smooth in 4wd. I couldn't tell the difference bar the light being on. 4wd is deffinetley working tho because i can hear the front wheels slipping when im full lock on gravel.
I did also notice that i had to reverse down my drive be be able to get it back into 2wd tho 

Hi Eric,
Welcome along.
Is it possible the selector lever was simply not pushed home?
I sort of can't help really as I have push buttons, but I sort of recall potential issues if the body is lifted (bend lever to fix?) or the level is not sitting correctly. Could be wrong and just wanted to say hi !
 

With the car in neutral move the lever between 2wd and 4wd. Do you feel a positive click as it goes between the two? If not you may have a stuck or broken detent. The detent is basically just a spring loaded ball. I believe it can be accessed by undoing the bolt that is at right angles to the 4wd switch on the front of the transfer box. The switch is easy enough to spot - just follow the wire.

By the way, needing to reverse to get 4wd to release is fairly common, especially if you are on tarmac.

Thanks for saying hi scimike. Its still completely stock at the moment and it did feel like it had seated nicely back into 2wd. 
Thanks for the info. Is that a hard job to do if it has broken? 
could it have possibly done it because i was testing the 4wd on gravel when i first picked it up to make sure it was working. I then put it into 2wd and drove it home, im thinking maybe because i hadant reversed abit and made sure it was in 2wd it just kept popping back into 4 like you said les.
ill have to go for another drive and see what its like but i cant at the moment because ive got a leaking rear brake line