On my TC40D, the trick for getting it OUT of 4wd is to have zero tension on the drivetrain and to have some slight motion of the tractor. Usually this can be created by lightly pressing on the forward pedal and then letting of once the tractor begins to move, while at the same time moving the 4wd lever. It works best on level ground and only a slight forward motion is required. Try it several times until you get the hang of it. Your situation may require more or less movement before letting up and moving the lever.
I've not typically had a problem getting my tractor into 4wd, but if I recall correctly, whenever I did I believe I may have pressed lightly on the foward pedal also, but don't recall that any actual motion was required. Kind of the same situation for going from neutral into range I(L) or II(H).
Oooops. I should have asked if your 1720 is a hydrostatic or not. If not, on my old 1720 I use to do pretty much the same, except lightly let off the clutch to get some motion, and then push the clutch back in and move the lever.