Natural language programming is a promising approach to enable end users to instruct new tasks for intelligent agents. However, our formative study found that end users would often use unclear, ambiguous or vague concepts when naturally instructing tasks in natural language, especially when specifying conditionals. Existing systems have limited support for letting the user teach agents new concepts or explaining unclear concepts. In this paper, we describe a new multi-modal domain-independent approach that combines natural language programming and programming-by-demonstration to allow users to first naturally describe tasks and associated conditions at a high level, and then collaborate with the agent to recursively resolve any ambiguities or vagueness through conversations and demonstrations. Users can also define new procedures and concepts by demonstrating and referring to contents within GUIs of existing mobile apps. We demonstrate this approach in PUMICE, an end-user programmable agent that implements this approach. A lab study with 10 users showed its usability.