We study a three-dimensional model of interaction of fundamental-frequency and second-harmonic beams in a quadratically nonlinear medium. Numerical simulations of the three-dimensional propagation problem in the presence of diffraction and anisotropy are performed under the paraxial approximation. The role of the transverse effects in various regimes is investigated. We demonstrate the effect of phase modulation and an induced nonlinear focusing during the interaction of the fundamental frequency with the generated second harmonic.