I am supposed to have some numeric values in ArcGIS 10.2 for Desktop with 3 decimals Digits and then convert them to Microstation or AutoCAD. I did this Setting using field calculator and 'round' function in ArcGIS but when I convert it to CAD again it would come with more than 10 decimals which is not desired.
After you round the values, you could create a new field and make sure to set the scale to 3 and calculate the values over.
Check out the ArcGIS 10.2 Online Help for Add Field:
Sets the number of decimal places stored in a field. This parameter is only used in Float and Double data field types.
If the input table is a personal or file geodatabase the field scale value will be ignored.