Daniel,
to use a led you must know it's voltage and current.
In case of using it with Arduino pins (that works with 5v.), you must calculate the resistor value using the first Ohm Law:
R=U/I
where U is (5-led's voltage) in Volts, and I is the led's current in Amperes.
R value is in Ohm.
In your example, R=(5-3)/0,02A=2/0,02=100ohms.I'm sure you can find this in your Electrical Engineering School Books...
Yes, thanks! 
I wans't sure because everywhere I find examples using 220ohm resistor for leds.