Electron transport properties in a parallel double-quantum-dot structure with three-terminals are theoretically studied. By introducing a local Rashba spin-orbit coupling, we find that an incident electron from one terminal can select a specific terminal to depart from the quantum dots according to its spin state. As a result, spin polarization and spin separation can be simultaneously realized in this structure. And spin polarizations in different terminals can be inverted by tuning the structure parameters. The underlying quantum interference that gives rise to such a result is analyzed in the language of Feynman paths for the electron transmission.