How do I replace the three speed switch in Hampton Bay ceiling fan?

First, I need to make sure you understand how to work on electrical failures.

You must turn off the circuit breaker or remove the fuse that services the fan and light circuit.

Then you dismantle the fan to get to the switch.

Remove the switch after noting the connection configurations of the wires, then go to Lowe's or Home Depot (depending on where you bought the fan) and purchase a replacement switch that matches the switch in your hand.

Now, reverse the process and install the fan switch.