Make the "up" button behave like the "back" button on Android

from all three of your activities add the following

@Override
public boolean onOptionsItemSelected(MenuItem item) {
    switch (item.getItemId()) {
        case android.R.id.home:
            onBackPressed();
            return true;
    }

    return(super.onOptionsItemSelected(item));
}

when you press the up button on your app it will invoke onOptionsItemSelected with the id of android.R.id.home just catch that case and manually call onBackPressed()