This paper investigates the capacity region of the three-receiver AWGN broadcast channel where the receivers: 1) have private-message requests. ; 2) may know some of the messages requested by other receivers as side information. We first classify all 64 possible side information configurations into eight groups, each consisting of eight members. We next construct transmission schemes, and derive new inner and outer bounds for the groups. This establishes the capacity region for 52 out of 64 possible side information configurations. For six groups (i.e., groups 1, 2, 3, 5, 6, and 8 in our terminology), we establish the capacity region for all their members, and show that it tightens both the best-known inner and outer bounds. For group 4, our inner and outer bounds tighten the best-known inner bound and/or outer bound for all the group members. Moreover, our bounds coincide at certain regions, which can be characterized by two thresholds. For group 7, our inner and outer bounds coincide for four members, and thereby establishing the capacity region. For the remaining four members, our bounds tighten both the best-known inner and outer bounds.