Hummer as towed vehicle
 

Okay, questions for you veteran Hummer folks. We tow the 2008 H3 behind our motorhome (great plan for all the off-road playing we do around the country), but I have a few concerns.
Basically, the owner's manual is WRONG about shifting Out of Neutral. I says to shift the trans to neutral AND THEN turn the ignition to "On." Of course, this doesn't work...the tranny won't shift until the ignition is ON.
Anyway, here's the thing. After I press the Four-Wheel High button and it shifts into gear (and yes, I wait a bit after the light has stopped flashing), I start the engine and SOMETIMES it makes a horrible clunk sound. Yikes! I'm so afraid something is being damaged in there...
Is this normal? Or is something wrong in there? Or am I messing something up?
Thanks for your help.
Mrs.tnt