I put a new speed select switch in my Milwaukee drill2606-20 and when I put it on 1 or 2 it stays the same don't understand

I always use a tool reviews site before I purchase anything nowadays.
For me the best is https://toolinspector.com

Try this link. The speed control is done by what Milwaukee calls the remote.

Wiring diagram

Sounds like your switch has burnt out. Will not shut the power off.
Not sure if you can pull the switch out after you push it in.

you pretty much can't hurt this engine no matter what you do but most important for all MX bikes is varied engine RPM speed so don't stay full power for long stretches and don't stay putting around for long periods vary your engine speed and gear selection as much as possible for first couple of tanks of fuel.
Ps - once you have done couple of tanks of fuel dump the oil and refill new - everyone forgets to do this! the more often you dump and replace oil the longer your bike will last without need for repair (FACT)
good luck regards Jamie

sounds like you need a new switch.

Very common fault in power tools. You will have to see if the manufacturer can supply a new switch /speed control assembly.

how new is the tool. Give me the serial number and I will come up with a solution, also what is the switch number you bought. Let me know.

Take a look for warranty, and contact them ... If your warranty is out of date, than you must get new one. The best place is amazon for sure, Milwaukee 48 11 2830 M28 Lithium Ion Battery Pack. Hope this was helpful, cheers