The wizard only allows creation of 1 and 2 column forms. You would have to adjust the form manually after application to create a 3 column form.
I would do it this way:
Add the three fields in separate "sets" in the wizard. Then they will still appear with two on the first row and one on the next.
Then go into the html after application and remove the <div class="linegroup"> that gets inserted after the second field and adjust the widths in the CSS to allow three to fit.
Once you apply if you want help adjusting the HTML and CSS, put the pages live somewhere and I'll take a look and suggest how to fix it.