Its a bright sunny day and their is lots of snow on the ground thus it being really really bright. Is their a certain lens I should get for my k-3 for it to look less bright, or is that all in the film?

Throw an ND (Neutral-Density) Filter on there, and stop down a bit and it will be darker.. you could also use other filters, depending on the look you're going for, but to simply darken it, stop down (close the iris) and use ND filter(s).

If one didn't come with my camera(ebay) where can I get one? local camera shop? online?

Shooting b & w or color?

colour

What kind of camera do you have?Some cameras accept gelatin filters that go behind the lens.This can save you some money as gels are cheaper than glass.

Likely any 'pro' camera shop should carry filters in the size that will work with your camera.. (bring it in when you go to look, that way you can also get an idea of how it changes the image by looking through the viewfinder)

The K3 is usually sold with a set of filters. One of them is a neutral density. The Meteor zoom that is shipped with the camera uses 77mm thread filters.

sounds good, thanks for the help :P