devide those actions as separate actions 
and call each action seperately
nd execute them as batch
if u want u r third action as start-up
then go for settings-.generaloptios-environmenttab-.start-up
script(put u r third action in startup)
restart u r wr
if wrong plz....

i'm afraid thats not the correct answer. As far as i know 
the only way we can do is through the "Test Flow".

You can switch to the "Keyword View" and choose "Toolbars" 
under "View" and then choose "Action". This will provide u 
with a new combo box where u can choose "Test Flow".

then u can drag and arrange the Actions in which ever order 
u want them to get executed.

Go to keyword view.
Click on the drop down and select test flow.
Now change the order of flow by dragging the required action
to top.

An important note:
Answer#1: for winrunner
Answer#2: for QTP

One other easiest way to make the third action your start up
script is  
i.  first select Action 3 to show it up in your active  screen 
ii. select automation from the main menu
iii. choose Run from Current Action from there
iV. and then just run the test

now ur action 3 would be exceuted first

go to keyword view, drag and drop the action