Sounds like you're using Word's Columns feature, which is intended for snaking, newspaper-like columns. For three parallel columns, I suggest using a table.
In Word versions prior to Word 2007:
1. Click the Table->Insert->Table menu item.
2. Give the table three columns and as many rows as you feel like. You can always add or delete rows later. If you have items in both columns that should stay adjacent to each other, make them a row.
Other thoughts:
1. To turn off the borders, click in the table, then click the Tables->Table properties menu item. Select Borders and shading and edit to suit.
2. Even with the borders turned off, you can show the non-printing gridlines with the Table->Show Gridlines menu item.
3. You can use the first row as a table header that will be repeated on each page. To do this, click in the first row, then click the Table >Heading Rows Repeat menu item.
In Word 2007:
1. Click the Insert tab on the Ribbon.
2. In the Tables group, click Table.
3. Create a three-column table with as many rows as you want. If you have items in both columns that should stay adjacent to each other, make them a row.
To turn off the borders
1. Select the Design tab.
2. Select the entire table.
3. Open the Borders list box and select No Borders.
To show the non-printing gridlines instead of the borders
1. Click in the table.
2. Click the Layout tab.
3. Click View Gridlines.
Hope that helps.