All of the Shimano STI triple capable ROAD shifters that I've seen have 4 main shift positions and most have an additional "soft click" position for the smallest chainring. Normal operation requires that you go from the small ring position to the third main position to lift the chain from the smallest chainring to the middle chainring. This can be done with one good shove on the brake lever. Don't try to ease into it. Give it a big shove. Once on the middle ring you can trim the derailleur to either the second or third position to avoid chainrub. With this setup there will always be two positions for each chainring.

Al