that is correct. But make their relationship such that the primary key in the tasks table is linked to a duaghter key in the phase table thus creating a one-to-many relationship, so for each task there can be multiple phases. Then the primary key in the phase table is linked to a daughter key in the activities table to create the one-to-many between phases and activities.
Once the data-connection is set up then add one table on your form for tasks, then inside it add another table for phases and inside that one another table for activities. You can only setup repeating table inside others where the master table is in a one-to-many relationship in the daughter table. Then it will work fine.
Glad to be of help