I am also vegetarian, and I have used both this
http://www.amazon.com/Ovega-3-Vegeta.../dp/B004LL7AXE
and this
http://www.amazon.com/Vegan-Vitamins.../dp/B002XDQSSK
which are vegan algae-based omega-3 supplements containing DHA and EPA.
If you want a complete 3-6-9 supplement, you can also look for Dr. Udo's Omega 3-6-9 blend online or in the store.