The switch pries out. But let's back up a second. When you turn the ignition on, the lights on the switch should all come on for a second as a lamp test. Does this not happen?
For a 2002, the TCCM is a huge suspect, but when they fail, the PCM detects the lack of communication and turns on the "Service 4WD" lamp. If this isn't happening for you, you may have something unique to troubleshoot. Do you have a voltmeter and any experience in electrical troubleshooting?
The TCCM is above the driver's left knee, mounted to the top side of the trim panel underneath the steering wheel. Here's a picture, but I guarantee you will not have to disassemble your dash to this extent to see it.