Do you have it in 4wd on hard dry surface such as concrete? If so, it will do ok when you go straight, but the front wheels need to be able to slip when you turn. That is normal for most 4wd. Same thing happens with my truck.
In fact, I believe even in a straight line most 4X4 tractors lead with the front. In other words, the fronts are always pulling just a little faster than the rears.