Hi kathik,
Try building three webi queries at the query panel to bring three KF's one each separately, to ensure you don't deal with and operator between those mutually exclusive conditions.
Other way around is to bring the base key figure to the webi report without those restrictions and split the measure into three using where clause at report layer as below with variables.
v_Measure A = [Key figure X] where([Charectistic X]< UserRsponse("Prompt text"))
v_Measure B = [Keyfigure X] where([charectarictis X] = UserRsponse("Prompt text"))
v_Measure C = [Keyfigure X]] where([Charectarisic X] > UserRsponse("Prompt text"))
Thanks
Mallik