That'd do you - resistance is steps of 0R, 1k2, 2k4, 3k6, 4k8.
Switch is RS part 352-250 for the wafer and RS part 352-187 for the mechanism.
Would suggest going for a 6 way switch though as that's where the stops on the mechanism are... Then just use 1K resistors and you'd have 0R, 1k, 2k, 3k, 4k, 5k....
Hope that helps,
Chris