I should have added one other thing: If running a loader on a 2wd machine, be sure to back down all hills, when you have a load in the bucket. This keeps more weight on your rear wheels, where your brakes are. Many of us (myself included) can tell a story of some old timer warning us about it, failing to heed the advice, and then free-wheeling down a hill at speeds that loaded tractors should never achieve.
The issue is that the weight is cantilevered out in front of your forward axle, lifting weight off the rear tires. On slippery grass or loss dirt, there's just not enough weight remaining on the rear, when facing down a hill, for traction to hold when you press the brake pedal. Backing down the hill transfers more of the weight onto the rear axle.
Those with 4wd don't need to worry about this as much, as long as they remember to engage it before heading down a hill. The link between front and rear axles thru the transfer case means that brakes applied on rear wheels only, still have an effect on the front axle.