First of all, thanks everyone for the information.
Here is my plan of attack for this problem:
1. I will concentrate on the shouldering of the gun. I must say I doubt this is the problem. I'm 6'4'', 240 lbs. and really don't feel any recoil when I'm concentrating on the shot, even with 3.5's.
2. I am going to avoid Winchester and shoot something else the rest of the season, maybe Kent's.
3. If the jamming issue on the third shell continues to be a problem, I will contact Benelli and see what they say. I may even send the gun back for them to look at AFTER the season.
Thanks again.