In terms of literary reference, the term "Romance" is a hard one to pin down. The genre is not specific to a given time or place; it is rather a theme throughout the history of literature. A classic example is Mallory's Le Morte d'Arthur, the legend of King Arthur. Most of the works that scholars would describe as Romances were based on folk tales and written down from the 12th through 14th centuries, mostly in France. However, the term can comfortably be applied to works from more recent eras.
Broadly speaking, the elements of a Romance can be considered: Quest, the centrality of love as a plot and character motivation, a mixture of immorality with an allegiance to chivalric values, a narrative packed with events, stock characters, and religion. Each of these elements is employed to great effect in The Three Musketeers.
Quest: the story is centered on some quest or goal, some action. It is an adventure, toward a certain end, which culminates in the success of the mission.
Love: in Romance, love is not viewed skeptically; rather, it is taken as a powerful and true force which drives people to do anything, and motivates their actions.
Immorality: the characters in a Romance, heroes as well as villains, often behave in ways which are bare-facedly amoral and wrong. One of the great characteristics of the Romance is this immorality oddly juxtaposed with allegiance to chivalric virtue.
Chivalry: the heroes in any Romance are guided by the ideals of Chivalry, a moral code that has its origins in medieval knighthood. Many Romances are legends about knights; the King Arthur is in many ways the archetypal Romance. Chivalry entails defending one's honor at all costs, to the death if necessary. It also entails treating women's honor similarly--a chivalric man must protect the body and honor of a woman with his life.