Milk supply doesn't care which baby it is :/ my first I had a great one and my 2nd I lost everything by the time she was 3 weeks. Babies have tiny tummies right now so they can't hold much which is why they eat ALL the time. But you do need to let your milk regulate otherwise you'll become very engorged and "drown" the baby with milk.
But do you need to pump?? Most lactation consultants say not to pump till at least 6 weeks. Obviously some mommas have to go to work and school before then and have to. However at 3 weeks your baby may only be eating 2-4 oz at a time so getting 2 oz pumped while nursing may be actually good.