One of two things can be the cause, either the wheel solenoids or you sheered the hub pins. If you go to
http://www.bigbuckatvproducts.com/Polaris_demand_4_drive_testing.htmThere are some good steps there. Or you can take a multimeter and jab the leads into the wire going into the hub and see if you got voltage. If you have voltage then chances are you sheered the hub pins, (actually a key way). This happens when you engage the 4X4 when the rear wheels are spinning and the front wheels are not. The front shafts grab but the torque is too much for those little pieces of metal. You can take one of the wheels off and see if the key was sheered. Home Depot has the exact piece you may need.
Hope this helps. This applies for the front axels that have the big black hub sticking out.