Currently there are 4 native Macro Prime lenses for Olympus E-3 and all of these lenses are autofocus (AF) type.
E-3 also has a sensor based image stabilization system which means that all of these lenses will be stabilized when used on E-3.
Since Olympus E-3 has environmental sealings (Weather Sealing), you may like to couple your camera with one of these 1 Macro Prime lenses with Weather Sealings.