As far as I know there is no light that illuminates specifically when power is sent to the front wheels in A4WD. My truck has on rare occasion switched from A4WD to the full time 4x4 as if I had selected the 4H setting. Only happens in deep snow though, and only for a small amount of time. If your truck is between 99-02 i believe they dont have the option for 2H, so I would guess there would not be a light that would announce A4WD at all like in mine. Trust me, I don't ever notice the 4x4 engaging while in A4WD, but when I switch it to 2H in the snow, immediately I could tell that it was doing what it was supposed to be doing haha.