Front Wheel Drive

My 2002 Ford Explorer with 154,000 miles has developed a problem with the 4 wheel drive. Beginning this past fall, whenever the temperature dropped below 32 degrees the front wheel drive whould become engaged. When the temperature went above 32 it would go back into 2 wheel drive. During a recent cold spell the 4 wheel drive remained engaged slashing my gas mileage from 19 to 14 mpg. I had taken it to a local garage who drained and replaced my power steering fluid as they said it was dirty. Needless to say this did not fix the problem. I recently took it to a Ford dealer to have a recall notice tended to and they could not diagnose the problem. I dropped the car off in the morning and they waited until the afternoon to work on it and the temperature went above 32 for the first time in a week. Any thoughts as to what might be causing this issue? The Ford dealeship said that they did not have any repair bulletins related to this problem.