Vanny Knights (1999)

Original title: 千年王国III銃士ヴァニーナイツ

Fujita Kazuyuki is an otaku who turns out to be the one carrying the Millennium Saber within. That means that he's actually Arest Horn, a legendary hero. Amore Gore, an evil organization of demons, seek the Millennium Saber in order to rule the world. Three girls, Arisu, Airi, and Akira, magically appear in Kazuyuki's life. When they transform they become the Three Musketeers of Arest Horn, and it's their duty to protect Kazuyuki until Arest Horn awakens.