Swimming Lessons in Cottage Grove

If you are willing to drive to Woodbury I would recommend Foss Swim School. Their website is www.fossswimschool.com.
Both my kids have taken lessons there and they start as young as 6 mo. The water is heated to almost bath temp and the swimming pool area is also well heated so the little ones aren't so cold when they get out. I think it is a little more expensive than the YMCA but their class sizes are pretty small.

I myself am looking to find a place for my 3 year olds to go learn how to Swim?

We go through the community education program in cottage grove. Go to http://www.cecool.com/aquatics.php. They have a variety of times. We have both boys enrolled in the toddler level and my 4 year old has made great strides in getting comfortable in the water. My almost 2 year old has never had an issue with water... Classes are 25 minutes in length and it is basically just getting them used to the water at this age. For the older kids in the class they try to get them to swim on their own while wearing a styrofoam cube. Overall we have been very happy with the class.

I am in swimming lessons with my daughter at the YMCA.
Your area branch may have lessons that are parent/child.
The lessons are called seahorse or sealion @ my Y. You do not have to be a member of the Y to attend the classes.
Hope that helps...