I always tell users to watch the display.
If they're not on a call and press Feature 3 or conference button, the display will show "Place a call"
If they're on a call and press Feature 3 or conference button, the display will show "Place second call"
When they're on the second call and press Feature 3 or conference button, the display will show "Press held line"
When I show them that the lights come on in the customer's head and they usually say, "Oh, thats simple"
--DB