You could always buy those loop connector things that attach to the end of the fly line. They work like little Chinese finger traps. Granted they aren't super rock solid, but I doubt it would be an issue on a 3wt.

I ran into the same issue with some of my fly lines. I had the guy at the store make me a loop. He did so by looping the end of the fly line and tying it back against the rest of the fly line with what I believe to be nail knots.

Whatever you decide to do, make sure its a small loop. Its a real pain to pull a big loop through the guides.