the source shows this
<div id="linkcat-99" class="widget widget_links">
<h3>Gourd & Pyrography Supplies & Tools</h3>
<ul class="xoxo blogroll">
<a target="_blank" title="Fine Gourd and Wood Art; Gourd and Pyrography Supplies and Tools; Free Tutorials and more" rel="me" href="http://www.sawdustconnection.com/">Sawdust Connection</a>
<h3>Gourd & Seed Suppliers</h3>
The first one is the widget title and the title is an <h3> under a <div> under a <div> so it is picking up the styling for that element. the others are <h3> under just one <div> so there is different styling it picks up.
This is a place where you need to know some CSS (w3schools.com/css is a great reference) and using FireBug in FireFox is a great way to see where an HTML element lies in the code and what CSS applies to it.