Are we talking a threesome situation where the male goes from one female to the next?
If it's a threesome situation, it's possible. It depends on the time lapsed in between each person, what kind of STD we're talking about (herpes isn't infectious every day, for example), etc. Chlamydia would be more likely to transmit.
Does the first female for sure have an STD? Do you know which one it is?