When you have no or one out and you catch a fly ball throw it to second base(if the ball hits the ground it will not work).
Another player will come over. Move a little away from the base. When you are of the base enough you press triangle to throw to second base.
The ball might go to the pitcher if so try and catch it. If you ctch it it will say out at the bottom of the screen.
If that was only the second out than you can do that again to get your third out.
GOOD LUCK!
More tricks, tips and cheats for this game are right here - MLB 2003 cheats
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