I've always lived in the South where snow hasn't been much of an issue. Last spring we moved to Colorado. We bought a 4WD SUV. If I skid in 4WD, do you steer out of the skid just like in 2WD?
You have to ensure the pace of the wheels stays in tune with the engine power. If you over-accelerate and spin the wheels, all four wheels lose traction. If you gear down too suddenly, it's like locking the brakes, and all four wheels lose traction.
For some reason, I guess I never thought you could skid in a 4WD vehicle, but I suppose you can. It is still better to have to get you out of a snow-drift!