Round this to three sig figs.

0.03335

Is it 0.0334?

Is the rule: odd number goes up and even number stays the same?

3 is odd and is next to five...

Yes, I would round to 0.0334.The rule I follow "when a number ends in 5, round the previous digit to the even number".

So 1.345 rounds to 1.34
1.335 rounds to 1.34

http://www.chemteam.info/SigFigs/Rounding.html