jeny:
Is it right to connect three pins to one output :~(will it not burnt arduino pro mini 3.3v?) and if yes then is that current limiting resistance will run through each pin to output.Please clarify it?
This is possible as long as you are careful to get the software right. You need to choose 3 pins on the same physical port (B, C or D) of the mcu (see http://arduino.cc/en/Hacking/PinMapping168) and you need to use direct port manipulation so that you can simultaneously change the state of all 3 pins in the same instruction. However, if you do get it wrong and accidentally set one pin high and another low for a short while, then if you are running from 3V you are unlikely to damage the pins because the current will probably barely exceed 40mA.
jeny:
Is it better alternative for transistor to amplify current to IR LED output from arduino?
Using a transistor will save on Arduino pins and probably provide more current than you can get from 3 output pins, because of the output resistance of the pins. Also, it is best to generate the 38kHz IR signal from a PWM pin, in which case you can't drive the LED from multiple pins. Choose a transistor with a low saturation voltage at the highest LED current that you might want to use, such as BC337.
btw you can get IR emitters with various beam angles. A narrower beam angle will allow a greater range at lower LED current - provided you aim the LED sufficiently accurately at the detector.