From Men of Romance:
Romance novel trilogy: a cooperative game
In a Romance Novel Trilogy, players take on the roles of three connected heroes and create their relationships with three connected heroines. The heroines and all NPCs are played by the GM.
Unlike the other two play styles, this has no formal scene structure. As the heroes can appear in the same scenes, it is up to the GM to set scenes and involve the heroes in actions. This plays in a way that is in line with more traditional roleplaying games – the GM describes a situation and the players respond.
As the GM, preparing for this game is like preparing for any traditional game. Once the players have created characters, you will need to create a heroine for each hero, decide on a scenario, and develop a plot arc that can incorporate all three heroes and heroines.