With a two electrode setup your counter/auxiliary electrode is your reference point, so if you have three leads (counter, reference and working) short the reference to counter.

Connect all shorted electrodes together actually on the device-under-test to minimise the influence of test lead length.

Dear Ahmad,

I do not know what  "CHI800B Electrochemical Detector" is but I guess it might be some kind of Electrochemical Impedance Analyzer ? If so, forget the three terminal configuration and work with 4-terminal configuration. Two of the leads should be current (in Agilent instruments they are called high and low current) leads and two potential leads (in Agilent instruments they are called high and low potential). Connect together high current and high potential lead and that forms one of your 2-terminal lead. Like wise the low current and low potential which then forms your second 2-terminal lead. Your device is to be placed between these two leads. All four leads I assume are coaxial cables and all outer coax leads (virtual ground) should be connected at the device to be measured . But you have to check your measuring instrument specifications to see precisely how does the current flow. 

You should consult one of the Agilent/Keysight measurement manuals to understand the usual configurations.

With best regards

Petr