It seems that people with a region 1 DVD player will only have to wait until 9th March for the 3rd Season:
read the whole list of features at DVD Times or at our own detailed review of the EU version
Fox Home Entertainment have announced the Region 1 DVD release of Futurama Volume 3 for 9th March 2004 with a retail price of $49.98. This set contains all 22 episodes from the third (production) season spread across four discs
UPDATE: And here's your preorder possibility at amazon for 30% off.