Is every Dhamma cause of suffering?

I have now spent quite sometime understanding what Lord Buddha said. Some of the fundamental things are still not clear to me. For example Sabbe Dhamma Anatta. Meaning all Dhammas are not me , mine or myself. But why all Dhammas are not me , mine or myself?Because all Dhammas are impermanent , changeable and cause of suffering. Therefore can I conclude that all Dhammas are ultimately cause of suffering? If that is true then why should I adopt the three jewels : Buddha , Dhamma and Sangha?