Let me see if I understand you. You installed a 3-way dimmer and the old switch was a 3-way as well? Is there current running through the switch when it is on??? Well, think about it. If the light is operating then current IS running through the switch. How else do you think the lights operate? The switch will heat up when the light are energized. This is normal. Just make sure the dimmer is rated to handle the amount/number of lights you are operating.