URAGAN-3M (U-3M) is an l=3, m=9 torsatron with R0=1 m, ā ≈ 12 cm and ϵ(ā) ≈ 0.4. The entire magnetic system is enclosed in a large vacuum chamber and there is no material limiter, so that an open helical divertor is realized in this device. A plasma is RF produced in 100% hydrogen gas and heated in the multimode Alfven resonance regime (ω ≲ ωci) at a continuous working gas leak-in. With an RF power of ~200 kW at B = 0.45 T, a quasi-steady (up to 50 ms) state of the plasma parameters sets in with n̄e ≃ 2 × 1018 m-3, Ti(0) ≃ 130 eV and Te(0) equivalent to 300 eV. By using microwaves and Langmuir probes, the time and space behaviours of the electron density/ion saturation current are studied in the confinement volume, near the boundary of the confinement region, and in the divertor flux region. On the basis of ion saturation current profile measurements near the boundary of the confinement region the values of local particle flux density across the boundary are estimated: Γ⊥ ≈ 7 × 1020 m-2.s-1 far from the antenna and Γ⊥ approximately=1021 m-2.s-1, Γ⊥ ≈ 2 × 1021 m-2.s-1 near the antenna. Such flux densities and the corresponding diffusion coefficients are anomalously high, exceeding the neoclassical values by 2 to 3 orders of magnitude. On the other hand, these values are comparable with the flux densities and diffusivities obtained in edge plasma with similar parameters on other stellarators under NBI and ECR heating conditions. Therefore, it is claimed that the method of plasma heating that has been chosen in U-3M does not result in any substantial deterioration of particle confinement (with the possible exception of the region close to the antenna) as against other methods. Presumably, the anomalous particle transport across the boundary in U-3M is caused by destruction of magnetic surfaces and/or electrostatic drift wave turbulence. It is found thatincreasing the RF power results in an increase of the diverted plasma flow and of the hydrogen consumptionnecessary to maintain the average plasma density at a given level. This is considered as a manifestation of acommon regularity, according to which particle losses grow with heating power, this effect having been observedrecently on a stellarator type device under NBI and ECR heating conditions. An effect specific to U-3M, theincrease of the average electron density, being observed within 1 to 2 ms after RF pulse termination, is attributedmainly to particle transport reduction due to plasma cooling, while the intensity of neutral particle ionizationstill remains sufficiently high in the confinement volume at the initial phase of cooling under continuous hydrogenleak-in conditions.