We have created and trapped a pure sample of (87)Rb(2) Feshbach molecules in a three-dimensional optical lattice. Compared to previous experiments without a lattice, we find dramatic improvements such as long lifetimes of up to 700 ms and a near unit efficiency for converting tightly confined atom pairs into molecules. The lattice shields the trapped molecules from collisions and, thus, overcomes the problem of inelastic decay by vibrational quenching. Furthermore, we have developed an advanced purification scheme that removes residual atoms, resulting in a lattice in which individual sites are either empty or filled with a single molecule in the vibrational ground state of the lattice.