1. Make sure front wheels are straight, not turning.
2. Be sure you are on gravel, dirt, grass, etc. surface that has some "give" to it, not on pavement.
3. Shift into 2wd.
4. Is it gear or HST? If gear, put it in neutral. If HST, make sure the go pedal is exactly at neutral.
5. You may also need to loosen up the shift linkage to the transmission and right at the shifter on the transmission case with something like penetrating oil, WD40, etc. Particularly if you seldom change from one range to another.
It may be binding inside the transmission, but more likely it's what the others have noted or something on the above list. Good luck.