First thing to do is to check your payslips for each job to see what tax code each of your employers is using.
For 2010-11, your total tax should be:
0% on anything up to £6,475
20% on next £37,400
If you will earn more than £6,475 in any one of your jobs, then you should have a tax code of "647L" in that job, and "BR" (which stands for basic rate) in the other 2 jobs. Then over the full year you should end up paying the right amount of tax.
But if you won't earn more than £6,475 in any one job then you'll end up paying too much tax doing it like this. Then you have to ask the tax office to split your tax code between your different jobs.
You're allowed to earn about £540 a month without paying any tax so if you've been earning less than that it would explain why they haven't taken any tax off for the last 3 months.
Sorry to be a bit vague but it's hard to be specific without knowing all the details....
Maybe this will be helpful?
www.hmrc.gov.uk/incometax/check-multiple-codes.htm
Dealing with even one tax office can be quite tricky, esp at the moment I think you would be lucky to get through on the phone so good luck! I'll check back, if you post more details then I'll try to help more.
hope that helps