You may need to put a new cassette on if you've let the chain go too far. Chains stretch over time (actually, they wear, but people call it stretch because it elongates the space between links). This stretching causes the teeth on the cassettes to wear. Often an older chain, and cassette that are worn in together will work fine, but the old cassette won't work well with a new chain.

To avoid this problem, you replace the chain before it gets too worn. (Park Tool has an easy tool to measure) At 3,000 miles depending on how well you've maintained it, and the conditions its been ridden in, your chain may be pretty stretched. I'd try the old cassette with the new chain first before I threw down for a new cassette though.