My ceiling fan pull chain switch broke down. This is a 3 speed, 4 wire switch. The wire colors are purple, white, blue and gray. The new switch I bought from Lowe's talks about black, red and other wires. Can you tell me how to connect?

What barnd fan did you buy? It sounds like you bought a maybe universal switch that is not quite totally universal, by OEM for the brand of fan. Go to the top of the electrical board and look at the 8-9 stickies, one is call freequently asked questions and contact info, thanks to Ceilingfanrepair. Click on that one and you will likely fond where you need to go.

What make is the fan?

Ceiling fan pullchain replacement and repair - Ceiling Fans N More (http://www.ceiling-fans-n-more.com/ceiling-fan-pullchain-replacement-and-repair.php)