4WD When to and when not?

[sined]

Hi guys newbie to the forum and to 4WD,I have a question about 4WD and wheather iT can be used on tarmac or not.The reason why i ask is that when i select 4H on tarmac and drive forwards and backwards all is fine,but when i then try to turn it feels like the brakes have come on and the car wont move(very reluctant to move).The car is a 1994 V6 5 speed manual (manual lever to select 2H,4H AND 4L).Any help would be greatly appreciated!!