How to get into Testnet?

[Abiky]

How do I manage to connect to the testnet, instead of the mainnet? I can see a small checkbox near the word that reads: "On Testnet", but it seems to be unchecked. I tried clicking it, but it doesn't activate? Is there a way to access it? Sorry for asking this, I have never tried it before.
I'm using multibit wallet, but I think the instructions are the same for other clients such as Bitcoin Core, right?