Assuming you use XNA (from the tag list) you should have a following method in your Game
class:
/// <summary>
/// Allows the game to run logic such as updating the world,
/// checking for collisions, gathering input, and playing audio.
/// </summary>
/// <param name="gameTime">Provides a snapshot of timing values.</param>
protected override void Update(GameTime gameTime)
{
}
So you need to check if 3 seconds elapsed, and then exit:
/// <summary>
/// Allows the game to run logic such as updating the world,
/// checking for collisions, gathering input, and playing audio.
/// </summary>
/// <param name="gameTime">Provides a snapshot of timing values.</param>
protected override void Update(GameTime gameTime)
{
if (gameTime.TotalGameTime.TotalSeconds >= 3)
this.Exit;
}