He may have a sleep association with the swing, with the motion. The motion of the swing can induce sleepiness, while motionless naps tend to be a little more tricky for young infants.. they tend to wake up at the each partial awakening (10, 20, 30 mins. of the sleep cycle).
Take a look at the Newborn and sleep thread.. lots of strategies for teaching sleep to Newborns, as well Tracy's new book is excellent for learning how sleep.
Every 3 hours is okay! A lot depends on your child's body weight, so I wouldn't worry about it.
Hope this helps!