Upon returning to their home time, the Soviet leadership discovers that they have proven victorious and driven the Allies from the European mainland. In a last-ditch gambit, the Soviet leadership time-travels back to 1927 and kills Albert Einstein, after he had executed Hitler in the original Red Alert (thus ensuring WW2 never happened, the core premise of the Red Alert series) but before he started developing high-tech weaponry for the Allied cause. Red Alert 3 opens towards the end of Red Alert 2, with the Allies about to overrun Moscow.
With Command and Conquer 3: Tiberium Wars proving to be a big hit in 2007, the news that Red Alert 3 would be making an appearance in late 2008 wasn't exactly a major surprise. Every time a Command and Conquer game has appeared, a new iteration of its brighter, shiner, much stupider cousin, the Red Alert series, has rapidly followed.