Shower problem regarding water coming out both shower head and bath head?

Just moved into a house and was wondering what would cause the water to come out both the shower head and bath head? The bath has 3 knobs, 1 for Hot Water, 1 for changing the flow of water to come through the bath or shower head, and 1 for Cold Water. When we turn the flow changer as far as it can go, the water comes through the shower head but still ends up with more water out the bath head. How can we fix this? Thanks