RE: 4 WD
as alvin said, but if the screw doesnt cure it, u could have stripped/damaged the front diff gear or damaged the front diffs internal gears. i cant see what else it might be.
oh - just check the front cv joints are ok too, i lost a couple of screws out of my front ones, and i presumed it was the front diff that was the issue - just a thought
my moneys on the set screw being lost tho...