We study the steady state of a phase-separated driven Ising lattice gas in three dimensions using computer simulations with Kawasaki dynamics. An external force field F(z) acts in the x direction parallel to the interface, creating a lateral order parameter current j^{x}(z) which varies with distance z from the interface. Above the roughening temperature, our data for "shearlike" linear variation of F(z) are in agreement with the picture wherein shear acts as effective confinement in this system, thus suppressing the interfacial capillary-wave fluctuations. We find sharper magnetization profiles and reduced interfacial width as compared to equilibrium. Pair correlations are more suppressed in the vorticity direction y than in the driving direction; the opposite holds for the structure factor. Lateral transport of capillary waves occurs for those forms of F(z) for which the current j^{x}(z) is an odd function of z , for example the shearlike drive, and a "steplike" driving field. For a V-shaped driving force no such motion occurs, but capillary waves are suppressed more strongly than for the shearlike drive. These findings are in agreement with our previous simulation studies in two dimensions. Near and below the (equilibrium) roughening temperature the effective-confinement picture ceases to work, but the lateral motion of the interface persists.