It is a three knob tub/shower. I replaced diverter valve. Now I have water running into tub when I divert water to shower head...

The diverter isn't doing its job and it could be several reasons. You may have bought the wrong valve, installed it wrong or there is a washer floating around in the box the valve came in. Lets start by you telling us what caused you to start working on the valve to begin with.

Replaced because knob on diverter valve was broken and couldn't turn vlave from tub to shower.

Also had the same problem... water to tub when shower was turned on...

Model and brand of valve would come in handy about now

Installation is just screwing back where the old one was... right?

Not necessarily, what brand/model? It is important than an OEM part is used too.