My response was intended for use in a query.
Essentially, you create a new query in design view. You add the table which contains the field you want to round to the query.
Then, you can drag the field from the table onto the grid. In the column next to it, in the Field row, place the expression I gave you (substituting the field name where indicated).
Then run the query, you should see two colums. One with the original number, the other with the rounded number.
This ASSUMES that the original field containing the values you want to round is a numeric datatype (single or double) that accepts decimals (integers do not).
If the source field is text then you can work around this by converting the text string to a number before performing the round operation.
eg,
Round(CDbl([YourTextFieldNameHere]),3)
Ideally, however, you would change the datatype to suit the data you're actually storing in it.
If your source field is an integer then you will have to change its datatype to accept decimals.