When you are travelling, one thing you don't want is a random stranger rifling through your things. And another thing you don't want is to be locked out of your own baggage. The Transportation Security Administration approves locks that are both secure and at the same time easy to reset, so neither one of those scenarios should be an issue when you are travelling.
Line up all of the rolling numbers. There are four combination dials and all of them should be at zero.
Lift the metal part of the lock that actually locks, and turn it sideways. Then press down on the metal part so that it stays down.
Set the combination dials to the numbers that you want your new combination to be while still pressing down on the metal part of the lock.
Let go of the metal part so that it can spring back up. Place it back in its slot--the same position that it would be if it was locked. Turn the combination dials and the lock will lock.