I Already Change The Diverter Stem On My Bathroom Shower. I Installed A New One (sayco). It Works Ok, Except When I Rotote It To Change And Send Water Only On Top Shower, Because It Send Also Water To The Bottom Shower (both ways). Do It Have Any Particular Way To Install It? Do I need to change something else?

If the diverter washer and seat's OK then perhaps there's something lodged in the diverter seat preventing it from seating. Did you run water through the open valve body to flush it out before you reassembled it?
If all else fails you could change your spout to a diverter spout and leave the diverter set on tub fill and work off the diverter in the spout. Good luck, Tom