fan switch replacement

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Switch was broken at the pull chain, went and purchased a switch at a wal-mart hardware dept. on the package it said it was a three speed four wire universal switch, got it home knowing it would be a no brainer, if I follow the instructions on in the package and made sure of where the wires were attached to the old switch before removing them,what I did was to replace one wire at a time from the old switch to the new. After the reassemly was complete, I fired up the fan and all that I got was the High Speed, the meduim and the low speeds does not work. Here is the squence that I'm getting now, high--off--off--off, with the old switch(before the mishap)
I was getting High, Meduim and Low Speeds. Since I thought it was a sure thing,I threw the old switch away, but I'm sure that the wires are where they belong according to the old switch.
I have a HAMPTON BAY FAN, a single layer 4 wire switch. Can You Help.
Thanks....Steve