I have a brand new 2000 scrambler 500 4x4 , Is all four susposed to turn, because my front right wont seem to engauge, should it turn everytime the front left does?

 

yes both front should engage when you switch to 4x4. check the wire that goes to the right front hub for power a simple prob test light will tell you if there is any power going to hub. if there is power then you should have your dealer adjust the clearence in the hub as it is probably to large for the electro mag to engauge.