Did you go thru the tests here:
http://www.therangerstation.com/tech_library/4wd_control_module.html
Do you have a manual or automatic trans?
The shift module is there to change polarity of voltage going to DC shift motor, if you set polarity as +/- then a DC motor will rotate clockwise, if you reverse it to -/+ then motor will turn Counter clockwise.
So the module needs 12volt and a good ground, if ground is missing then you will see 12volts at shift motor but with no ground motor can't turn either way.
The motor is not grounded locally, at the transfer case, because then module couldn't control direction of rotation.
Another thing the module checks is "what is the transfer cases current position" all those other wires on the round flat part of shift motor housing.
Those wires "read" a wheel inside the housing, if in 2WD then 2 of those wires will be connected and the others disconnected, when 4WD high is selected then module knows to turn motor counter clock wise until the two 4WD high wires show connected and the other disconnected.
The connection of these wires also runs the 4WD lights on the dash, when you select 4WD high the light won't come on until the 4WD high position is set by the wires being connected.
This thread shows the shift motor parts and the "contact wheel" that connects and disconnects those wires:
http://www.explorerforum.com/forums/showthread.php?p=1102904
The module has to "know where it is" before it will shift, send power, to the motor.
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