Just float three complete uls to the left.
At present you cannot have a heading for each column because you're floating the list elements in this order:
link1, link2, link3,
link4, link5, link6,
link7, link8, link9
You can't have the list go downwards and then start at the top again as you will have to wait for CSS3 for that (although we did something similar in a recent quiz it would prove too awkward for real use.) .