Closest to the CPU is DIMM1, and also channel 1.(manual clearly shows that)
DIMMs 2 and 3 are channel 2.
Use closest to CPU (DIMM1) and if you want more than one stick on ram, in theory it's better if you use 512 (dimm1) and 2 X 256s in Dimms 2 and 3 to have all the memory in 128 bit (not that you'll see much difference).
EDIT: See below.