Welcome to the forum!
According to your profile you are using Finale 2011.
If you upgrade Finale, it will be easier to change instrument - with the new utility Change Instrument.
But in Finale 2011 you have to do the instrument change yourself, “manually”.
Instrument change is done with the Expression Tool.
In the Expression Designer, in the chiclet Playback, in the pop up menu Type, choose Patch.
By The Way:
You have posted in the forum for NotePad.
If you are using NotePad, you are out of luck, since NotePad can not create new expressions, only use already existing expressions.
Finale 2014d, 2014.5 & v25.2, Mac OS X 10.12.2, Finale user since 1996