one will be ground (most likely black, but not necessarily), one will be sensor signal out ( 0 - 1 V ) and one will be a 12 V supply to the sensor to heat it. it's crucial to get them the correct way around.

using a multimeter, you can put it in resistance mode (Ω) to check on both sides of the harness which one is ground (will be 0 ohms resistance or a beep if your meter does that).
then with the meter in volts, put the black meter wire to ground somewhere, and using the red wire check the remaining 2 wires on the car side loom for 12 V with the engine running to find the heater supply

to find the sensor output, again with the black meter wire to earth, the red one should be used on the sensor to find the output.

EDIT: from http://members.pcug.org.au/~jdeakins/facts.html

With Titania plugs:
Black is Reference (Out)
Red is Reference (In) and Heater (+)
White is Heater (-)
Output is 0 to 1 volts.

but you'll need to match that up with the car side loom