I made a thread a while ago about this but I made a video today trying to show the noise. Its a very clunky type noise and it comes from the front of the Jeep, i think its my differential. It gets worse at higher speeds, and it only happens while the car is moving.

Video:

 

EDIT: The fluid in the differential is topped off already, and the Transfer Case is topped off, but 4wd doesn't work still. I don't mind that I don't have 4wd because I don't really need it, but the grinding noise is bad.