Turn the first switch on and wait 5 minutes. Then turn the second switch on and wait 5 minutes. Then turn the third switch on and wait five minutes. You go upstairs to the other room, the bulb that is warm is operated by the first switch, the roasting hot bulb (that would burn your hand) is operated by the second switch, and the cold bulb is operated by the third switch.
My friend asked me this on a camping trip, and I would have never guessed the answer!
Great question!!