When you first turn it on, you can press the switch right away to change modes. If you stay in one mode longer than 2 seconds, you'll have to press the switch twice to go to the next mode. You don't need to click it, just half press it.

To switch between 3 and 5 modes, go to low mode, wait about 4~5 seconds for it to blink, then quickly turn it off and back on.