I haven't done one of these in years.
But the idea is if they are independent P(AB)=P(A)P(B).
So you obtain the marginal empircal probabilities and see how far we
deviate from that via a goodness of fit test.
I'll do an online search for this.
Yea it's here...
http://en.wikipedia.org/wiki/Pearson's_chi-square_test
Look at ...Test of independence
The EXPECTED value in the first cell is

Do that for all your cells and obtain the approximate chi-square test.
The dfs is (3-1)(3-1)=4