On mine you push the button once and it starts cylcing through the colors slowly changing and fading from one to the next. Then you push the button again and it goes off, then push again and the first color comes on and stays that color. Then off and back on and the next color and so on through all the colors until your back to the one that cycles through. When you turn it off and leave it for a while it starts at the cycle fade one again the next time you use it.
Make sure your tub has a signle non dimming light currently and is the standered round tub light. Just turn your socket slightly to remove your old bulb (sounds easy but it could be way up back there behind the equipment) and replace it with the new bulb and plug it back in.