Sorry dudes, me English is sometimes retarded.

Ok, so when it's ULTRA COLD, like for example -31F, my front wheels, especially the drivers side makes that rubbing noise on and off. Now, it only seems to make the noise after I have engaged the 4WD mechanism, done some driving around, park it for a while and the then start her up and start driving again. When I disengage back to 2WD WITH the hubs still in the LOCK position, it will still make the noise but not as much. It will stop after a while.
But you boys know what? I have don't think I've tried to switch back the hubs in the FREE (Transfer case in 2WD of course) position and see what happens.
So I'll try that next time and see what happens. Thanks for all you advice guys.