Take off the cover of the old pressure switch. Most models of well water pressure switches have a cover that simply snaps off, but some require a screwdriver to loosen a screw first.
Check the pressure switch's settings against the printing inside of the cover. If that solves your issues you are done. If you are still having problems, move on to Step 3.
Turn off the power to the switch by flipping the breaker. Check to be sure that the power is off with a voltmeter.
Remove the old switch making sure you note which color wire is in what position. You may want to mark the wires with colored electrical tape so you know which switch location to reconnect the wires.
Bring the switch to the hardware store and find a replacement that covers the same pressure gradient as the switch you are replacing.
Install the new switch according to the manufacturer's directions. Be sure the mounting and wires are in the correct place. Use wire nuts and a screwdriver to complete the installation.
Flip the power back on to the switch and test to make sure it is working properly. Be sure the settings match what works for your system or what the manufacturer recommends.