How can an individual have three alleles at a locus?

If a person has three alleles it is usually because there is a duplication in the DNA. It doesn't have to be an entire chromosome - it can be just one gene, or even just one exon of a gene. Normally, you have two copies of every gene, one from mom and one from dad. If you have a duplication in exon 1 of the PS2 gene, for example, you will have three copies (or alleles) at that locus.