Two new dynamic-state switching phenomena are experimentally observed in a vertical-cavity surface-emitting laser with polarization-preserved external-cavity optical feedback. One is switching between a steady state and a quasi-periodic state, and the other is switching between two different steady states. Both switching phenomena occur in the same polarization and the switching period is equal to the round-trip time in the external feedback cavity. The evolution of the two switching phenomena is experimentally investigated in detail. This work not only enriches the understanding of laser nonlinear dynamics but also provides an all-optical alternative for generation of special signals for possible applications.