What you have inadvertantly created is called a closure. When you create a subroutine, all lexical (my) variables in the parent scope are made available to the subroutine. Event if they are no longer around when the routine is later called. Essentially, perl keeps a reference to the lexical variable associated with the routine. In your case a references to $i. When you call the routine it uses the current value of $i -- 3.
Try this variation an see the difference:

my @d;
for (my $i = 0; $i<3; $i++) {
    my $j=$i;
    push @d, sub { print "$j\n" };
}
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In this case since $j is created with each iteration of the loop, each of the closures will have a reference to a different copy of $j.
This should give you the right output (although not what you were expecting- 0,1,2; not 1,2,3)
You can find out all about closures in chapter 8 of the Camel book, or by searching the Monastery.

Hope it helps,

-pete
"Pain heals. Chicks dig scars. Glory lasts forever."