It is possible to overdose on omega 3 because it causes a lot of oxidative stress in your body - creates lots of free radicals which cause a lot of harm. Antioxidants in food mop up the free radicals. They're found in all fruit and veg but especially blueberries, other berries, black beans, tomato-products, orange fruit/veg (carrots, squash, papaya) and dark green veg (spinach, kale) and algae and wheatgrass. The more free radicals in your body the more antioxidants in your body.
So the more omega 3 or other polyunsatured fats - sunflower/vegetable oil, nuts, seeds, margerine - you consume, the more antioxidants you need to take in. If you make sure you increase your antioxidant-intake then there's nothing to worry about.
The omega 3 in capsules usually comes in extremely low dosages, so not something to worry about anyway. You would get much more omega 3 from oily fish. For some diseases - psoriasis, heart disease - the recommended dose would mean taking at least 6 capsules per day but sometimes upto 16 or more. Thats why many people buy bottles of oil instead...its cheaper, and easier than counting out so many capsules.