in effect +3db makes the tweeter louder, -3db makes it quieter.
connect it on the 0 setting, listen to a few different tracks of music at various volumes, then decide if you want to higher frequencies louder or quieter, if louder, connect the cable to the +3db connector and try listening again and see what you think, if you prefer it quieter, then try the -3db connection.
there's no right or wrong, its just personal preference