That's a tricky one, but chances are you are getting the 'round braid'. Note that you technically can't make a 'round braid' with a three strand braid. What you can do is make one braid rounder, and another one thin and flat.
I think it's easier to explain how to do a flat braid first, since it's a lot more obvious. The best way to learn this is to use something flat, like a ribbon, and tie a three strand braid. When you're doing it, your goal is to keep all ribbons as flat as possible. You'll find that the tighter you pull, the less flat it is. It might look like this
You can see how all the cords are just warped and shifted sideways, rather than tightly braided together. When braiding, you should be moving the outside strand in by sliding it sideways and keeping everything flat- no folds.
On the other hand, a round braid can be much tighter, and when braiding it should be up, bend/fold in.
I feel like this is very confusing, and I'll try to get a video up sometime.