The above method without any extra xhtml/css to divide up the areas and apply separate linked areas, will only allow the one big image to have one link.
A (maybe) easier option is to create a new user module, and then in the WYSIWYG edtitor, create a table with three cells, then adding in the three images with links around them. Publish this module to the module you call your "banner area".
Just as a follow up......I decided the best way to fix my situation was to put a table in the area for the banner. ( modded the template to fix this)
I put a table in the inset area with the class="inset". The table was one row with three columns.
Then in each cell it just made the code inset1, inset2, inset3. After that I multiplied the modules (and module positions).
It actually works good. I only have one banner so far, so I don't get all the benefits, but I tested the method, and it works great. It even tracks clicks.
I appreciate all the suggestions. It just was something that needed to be coded, to work right.