Originally Posted by rowan

Can you get Squid for Windows? It may be possible to run 3 instances, each with their own tcp_incoming_address and tcp_outgoing_address configured to the appropriate IP. Clunky, but it will work.

This is a common issue for any "multihomed" host BTW... outbound connects will usually use one default IP, unless the application is designed to deal with this and requests a specific IP for the outbound connect.