Can i do this with Conditional Content?
I have 3 links and when I click on a link it should bring up a specific module within a module position.
When I click on the next link another module should appear. And so forth.
You could use Advanced Module Manager to assign modules based on the URL (or parts of it).
Have the 3 links link to URLs that have something unique (so you can tell which is which).
And then assign the different modules to that part of the URL.