Losing control like you did is all about traction. with the two most important things are speed and your contact patch. in the winter, get winter tires... too many people that i sell trucks to seem to think 4x4 means they don't need winter rubber.... 4x4 might still get you going in conditions where a 4x2 would be stuck, but for regular traction and stopping, the correct tires make a huge difference.
also, don't just assume you are in a truck so you can go whatever speed you want. sometimes half the speed limit is too fast. you need experience to really know how to do that part of it, but just keep an eye on other cars around you. personally, i do little "tests" to check traction every once in a while to see how bad it is (only when everything is controlled of course).
as for the 4x4, IF the truck has the auto 4x4 then ya, use it in most winter conditions. if it is a regular transfer case with just 2wd, 4hi, 4low, then up to you. My rule of thumb is if i have to alter my speed significantly, it is likely worth it to pop it in 4x4.
