Caution! Are you sure you need rounding?
Chances are, you don't need rounding at all.
Rounding per se should almost never be used (exclusions are rare and very advanced: in random number generation, cryptography...). Most probably, you only need rounded look of the figures when converted to string for output. In practice, this is different. All you need is proper string formatting:
System.Console.WriteLine("{0:G3}", myDoublePrecisionNumber);
or
string output =
string.Format("{0:G3}", myDoublePrecisionNumber);
For further help, type
string.Format
, press F1 on Format and read Microsoft help -- all you need.
Don't mess with rounding unless it is really needed.