I found these generic instructions that sound about like what I remember having to do.
Step 1
Enter in the combination on your luggage lock.
Step 2
Pull out the lever or "lock" portion of the luggage lock.
Step 3
Turn the lever at a 90-degree angle, then press and hold it in place.
Step 4
Enter in your new desired combination.
Step 5
Let go of the lever and place it in its "closed" position.
Step 6
Turn the dials around a few times, then enter in your new combination to test the lock.