What is your distribution? In general remove samba 3.0 using the package manager you have. Then download the source of the 3.3 version, untar it somewhere and run ./configure; make; make install
You might as well be able to find a newer package for your distribution so no compiling will be necesarry.
I've had problems with the samba client myself, listing in a password protected drives didn't work in Slackware 12.2, didn't care much, but now I see that the current version of samba in 13.0 workes fine. So you might be right to want to upgrade.
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