Where do the wires go. I have a black, yellow, orange and purple. I put them the same location of the old switch but that doesn't seem to work?

You have to go back and identify what each wire does, colors are not a safe way to assume function. You would hope putting these wires in the same location on a new switch would be OK but switches are not all constructed the same. Start with the old switch and see which wire went to the screw labeled load. How to Wire a Three-Way Switch to Control a Ceiling Fan | eHow.com (http://www.ehow.com/how_5344177_wire-switch-control-ceiling-fan.html) On your old switch was one screw black and another green? If so, green is ground and you will ned to test to find which of your wires is a ground, in a pferect world it would be a green wire but you don't have one. Grand total on the old switch 4 screws in total or 4 screws plus a green screw?