I agree with your choices of u and dv (though I would put $\displaystyle \begin{align*} \mathrm{d}\theta \end{align*}$ at the end of the $\displaystyle \begin{align*} \mathrm{d}u \end{align*}$ term.

So you need to remember that integration by parts is as follows: $\displaystyle \begin{align*} \int{ u\,\mathrm{d}v} = u\,v - \int{ v\,\mathrm{d}u} \end{align*}$, so that means with your choices of $\displaystyle \begin{align*} u \end{align*}$ and $\displaystyle \begin{align*} \mathrm{d}v \end{align*}$ you should get $\displaystyle \begin{align*} \int{ 3\theta\cos{(\theta)}\,\mathrm{d}\theta} = 3\theta\sin{(\theta)} - \int{ 3\sin{(\theta)}\,\mathrm{d}\theta} \end{align*}$. Go from here.