I am using LOW when driving around under 7 mph. Is this necessary? The manual suggest the use of LOW under 7mph. Also, shifting out of LOW into HIGH or REVERSE is VERY difficult sometimes. I had to rev the engine last night to shift out of LOW and into REVERSE. My buddy said it is a simple adjustment. What do you all think?

My other neighbor just bought the Remington edition Sportsman. Man that cammo is nice! This crazy machine will go anywhere (awesome 4X4)and it is so smooth that you end up driving fast! I really am glad I stretched the budget and went for the Sportsman!

 

Going under 7 MPH in high a lot can cause the front pulley to get grooved eventually, even if it is not pulling much of a load if any. It will also wear your belt faster, but that isn't a big issue if you aren't pulling anything or going uphill or through mud or snow.
The hard to get out of gear thing is USUALLY as simple as slowing the idle down just a little. When an engine is brand new it is 'tight'. After running a few hours, things start loosening up, and with less drag on the bearings, the engine will start to idle faster, sometimes to the point to where the front clutch doesn't fully disengage. The idle speed is easy to set, there is a **** on your carbureter that looks like it was made for turning with you fingers. On my Xplorer, it also has a recess that can be grabbed with a phillips screwdriver. With your machine idling in neutral, turn it in the direction you would loosen a bolt. The idle should slow down. Now see if it shifts easier. If you don't have a tach of some sort, just slow it down to where it sounds like it is going to die, then speed it up just enough so it doesn't.
You may have to adjust the idle 2 or 3 times until it is fully broken in. Pretty much all engines do this, just some more than others (and some never need adjusting because idle is controlled by a computer chip).

 

The idle is no higher than when I bought it. Could it be a linkage adjustment? Do you think the front clutch is bad? I have 9 hours on the machine.

 

Front clutch should not be bad that quick. I have 4500 miles on my machine & only needed 2 bushings in the rear clutch so far (that was my brother and his friend's doings - driving through deep, wet snow in High range trailing cows-I thought they would know better). I am even still on my original belt, but it is starting to look pretty sad. A new one will be on the way next trip to town, hopefully.
Anyway, on to your problem. I forgot to tell you how to tell if it is in the linkage or the idle. Simply drive your machine around a little in Low, and see if it is hard to get out. If it seems to take more force than it should, leave it in low. Now shut off the engine & rock your machine back & forth (a few inches is enough). You just want to ease off any tension in the driveline. Now does it pop out like it should? If so, either your idle is too high, one (or both) of your pulleys is set so the sheaves come too close together, or you don't have enough belt deflection. If you have an EBS machine, the ebs hub in the front pulley may be sticking (all of these adjustments should be covered under warranty if you aren't sure what to be looking for). If it shifts just as hard with the engine off, it is most likely in the linkage. Adjustment varies from model to model, but mine had instructions in the owners manyal on how to do it properly.
Good luck & don't be afraid to ask more ??? that's how you learn things. Better to do what you can yourself if you are mechanically inclined rather than pay $45 an hour shop fees.