A few other things you can try, drive forward and back a couple feet and turn the wheel back and forth to release pressure on the drive line if it is bound up. Wiggle the shifter to make sure neutral switch is fully engaged, and it has to be in neutral not park. Try putting it in other modes like if you are just trying to put it in 2hi, try 4 hi. Look at the actuator power wires make sure they are not broke, and check the back of your switch to make sure it is fully connected, not sure if 2006 is buttons or switch.