Yes I know, and the third option is probably the way to go. The names are /dev/sda1 /dev/sda2 and /dev/sda3...or something of that sort, right?
Well thats the linux convention of naming things. Whereas in Windows drives are named by letters, in Linux every piece of hardware has a "file" in a folder called /dev, short for "device". So if your laptop has sata drives they will be called sda, sdb...etc. the number after it just denote the partition in a specific drive...anyways lets not get into all these technicalities.
The point is you should figure out which "device" and what is the corresponding drive letter in windows. An easy way to find out is by the size, if all three have different sizes then the sizes denoted in the installer would give you an idea of which is which. If all of the partitions are the same size navigate to /media/ and see the drives in there, each one will have a different name, check the content of the partitions in there.
Anyways check the Windows drive (C) and tell me how much space is used and how much is left. Perhaps we can resize it into a fourth partition.