depends on the 3 piece, if its a sandwiched 3 piece (most non racing wheels) which are outer half, then centre, then inner half then you'll have to bust em apart... racing 3 pieces (VS-XX, Miester, some BBS etc) are centre, then the two halves with the centre bolted to the outside of the rim, these you can get away with not having to split the rims, just unbolt the centre.
either way best to get it done at a mag wheel repair shop (not a tyre shop) as they'll be able to torque the bolts up precisely and so on.