The way I understand the three heavens according to Mormonism is there are three possible areas where people go to once they die. If one is an obedient believer in this lifetime they will go to the third heaven/Heaven. (I have also heard that one needs to be a Mormon to receive this status.) The ones that except Christ in this lifetime but were disobedient in this world; they have a hell that they will go through for 1000 years and then will receive some psuedo-heaven/the second heaven. The ones that are the Hitlers of this world and/or refuse Christ in this "spiritual holding pen" will receive what most non-Mormon Christians refer to as eternal damnation.
Well, to begin with, nobody goes directly to Heaven immediately after death. Instead, the spirit continues to exist as a fully cognizant entity in a state of peace and rest (i.e. Paradise) or a place of mental torment (i.e. the Spirit Prison). They reside in one of these two places until their body is resurrected, and those in the Spirit Prison may be released from that state by repenting of their sins and accepting Jesus Christ's Atonement on their behalf.
At the time of the first resurrection, the righteous will be resurrected and will be given an eternal glory commensurate with their faithfulness and obedience to Jesus Christ. They will inherit either the Celestial Kingdom (the place you referred to as the third heaven) or the Terrestrial Kingdom.
In order to be granted the priviledge of spending eternity in the Celestial Kingdom, a person must have lived a good life and must have received the ordinances prescribed by Jesus Christ (this would include baptism by immersion by one holding the proper authority, among other things). People outside of our Church automatically assume that we believe only Mormons will be admitted to the Celestial Kingdom, when in fact there will be many who accept the Restored Gospel in the Spirit World who may have lived their lives as Muslims, Buddhists or even as atheists. If they accept the gospel as it is taught to them in the Spirit World, they will have the same opportunity to live forever in the Celestial Kingdom as people who lived their lives as Mormons. And I'm absolutely positive that no Mormon would ever tell you that all Mormons will attain the Celestial Kingdom. Those who do receive this kingdom will be given the opportunity to continue to progress throughout all eternity, with the promise that they may someday become as God.
The Terrestrial Kingdom is the second and middle degree of glory. Those who accepted Christ's Atonement but were less committed to Him than those who receive the Celestial Kingdom will spend eternity here. This is not a "pseudo-heaven" by any stretch of the imagination. It will be glorious and magnificent beyond imagination. And no one who goes here will have had to spend 1000 years in Hell.
There will be a third group of people who will be resurrected in the Second Resurrection. They are the ones who rejected Jesus Christ's Atonement both in this life and during the time they spent in the Spirit World. They are primarily the people that most Christians would call "wicked" and whom most Christian denominations would say are going to Hell. The scriptures tell us that in the end, every knee shall bow and every tongue will confess that Jesus is the Christ. These people will be among those who will ultimately conclude that this is the case, and that they have thrown away every opportunity offered them to accept Him and let Him pay the price for their sins. Since they were so stubborn as to initially reject Him (both in this life and in the Spirit World), they will be forced to spend the duration of His Millennial Reign in the Spirit Prison, suffering the mental torment for their sins that they could have easily avoided. At the end of the thousand years, they will be released from the Spirit Prison and will receive the lowest of the three degrees of heavenly glory, the Telestial Kingdom. This will still be heaven, and it will be infinitely more than most of us would think they deserve. God, however, is merciful and because they have suffered for 1000 years, he will grant them eternity in Heaven.
The only individuals who will not go to Heaven at all are those who commit what the Bible describes as the sin which cannot be forgiven either in this life or the next -- i.e. blasphemy against the Holy Ghost. There will not be many such people, as the only way a person is even capable of committing this sin is if he has a perfect knowledge and understanding of God and Christ and, with this knowledge, chooses to reject them. An example of a person that would have potentially had the ability to commit this sin would be the Apostle Peter, in my opinion. Of course, he didn't, but he was in a position in which very few people who have ever lived find themselves. At any rate, these are the Sons of Perdition, and they will spend eternity in Outer Darkness, entirely separated from God and His glory.
I hope that helps straighten out a few things. You were really kind of confused, and it's probably my fault that you were.