Let $\theta$ be the exponential parameter, which is 3 in this example.
The first person doesn't matter; this is equivalent to asking for the probability that the second person gets into the building within 3 minutes of it opening.
Assuming that people enter independently, if $X$ and $Y$ are both $\mathrm{Exp}(\theta)$ then $X + Y = \mathrm{Erlang}(2, \theta)$. See the Erlang Distribution for more details.
So we need $Pr(X+Y \leq 3)$, which will reduce in this case to solving
$$
\int_0^3 \theta^2xe^{-\theta x} dx
$$
which I calculated as around 99.88% from Wolfram Alpha.