Keep in mind that low-range sends more torque to the wheels...it doesn't increase traction.
You do NOT use low-range in the snow or ice...it will cause the wheels to slip because of the extra torque.
From the 2009 Owner's Manual:
2 m (Two-Wheel Drive High): This setting is used for
driving in most street and highway situations. The front
axle is not engaged in two-wheel drive. This setting also
provides the best fuel economy.
AUTO (Automatic Four-Wheel Drive): This setting is
ideal for use when road surface traction conditions
are variable. When driving your vehicle in AUTO, the
front axle is engaged, but the vehicle’s power is primarily
sent to the rear wheels. When the vehicle’s software
determines a need for more traction, the system
will transfer more power to the front wheels. Driving in
this mode results in slightly lower fuel economy than
Two-Wheel Drive High.
4 m (Four-Wheel Drive High): Use the four-wheel high
position when you need extra traction, such as on snowy
or icy roads or in most off-road situations. This setting
also engages your front axle to help drive the vehicle.
This is the best setting to use when plowing snow.
4 n (Four-Wheel Drive Low): This setting also engages
the front axle and delivers extra torque. You may never
need this setting. It sends maximum power to all four
wheels. You might choose Four-Wheel Drive Low if you
are driving off-road in deep sand, deep mud, deep snow,
and while climbing or descending steep hills.
The vehicle has StabiliTrak®. Shifting into
Four-Wheel-Drive Low will turn Traction Control and
StabiliTrak® off.