I have to admit that I have had the same problem with my 2005 Glx Lwb Shortly after I bought it. I didn't follow the instructions and forgot to put it in Neutral before trying to engage 4lc. Check the lights on your dash and make sure they are not flashing before you attempt the obstacle. Make use of your difflock especially when attempting a technical obstacle and engage it before you are in the obstacle. Make sure you have the correct tyre pressure. Two bar pressure is not the correct pressure when on gravel or sand. between 1.6 and 1.8 on gravel depending on conditions and speeds and 0.8bar to 1.6bar in sand depending on conditions.
I'm no expert but I must say that the Pajero does make me feel like one.
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Got stuck? How to get unstuck. How to use your Pajero.