There are three ways to get around the Willys limitation of not being able to shift into Lo range unless you are also in 4WD.
The least desirable way is to remove the front drive shaft. It's not that hard but - Why?
The most complicated, but the most fully versatile is to open up the transfer case and remove the "interlock pill" which prevents Lo range without 4WD.
The easiest way is to buy some locking hubs (free wheeling hubs) for your front axle. When you want Lo range / 2WD for a parade for instance, you simply unlock the hubs, shift into 4WD Lo and you're off and running with no driveline binding.
The only disadvantage to this solution is that you have to get out of the vehicle to lock/unlock the hubs.
You can find Warn Lock-O-Matic hubs that do the switching for you, but most people I've seen commenting on them aren't that happy with them. It's a matter of taste, I think.
When the day comes that I rebuild my transfer case, that "interlock pill" is coming out for sure.
I read a post on, I think, the 3B forum where a guy said he had done that and it was especially useful when off road. When he gets to really tight corners, he drops out of 4WD so he can crank the steering wheel all the way to lock and get no driveline hop. Once around the corner, back into 4WD all the while in Lo range.