Hi Karthikeyan,
1 - I have created this new page: http://www.dnntutorial.com/3-col
2 - It is using the 3-col skin;
3 - I have added 3 HTML modules as you can see
4 - All 3 are using "Gravity - Title_h2 container"
The menu works fine. Not sure which step here is different from yours.
Aderson