Turn the combination dials to the current combination. If it's brand new, this combination will be in the manual or the default, 0-0-0
Bend a paperclip straight and find the reset button around the side of the lock. Push it into the reset button, and hold it in place for the rest of the steps.
Turn the combination dials to the new combination you want. Pull the paperclip from the reset button, setting the combination to the new one. Test the new combination.