I have a 3 wire plug in the wall & a 4 wire plug stove. What do I do?

Call an electrician and have your wiring redone. The 3 prong is two 120 vac hots and one ground. Your receptacle does not match and is might be best for the elctrician to handle this.

Just buy a receptacle to match the plug and install it yourself. It's about the easiest thing you can do. You have two hot (brass screws), a neutral (silver screw), and ground (green). An easier way to do it would be to just change pigtails on the stove. You can run the ground from the grounding screw to a metal water pipe, then hook up two hots and neutral on pigtail, and you are done. The old stove had the correct pigtail, I'm sure and you can just remove it.