How do i pronnounce ''the''?

Hi,

Listen to this:

http://www.howjsay.com/index.php?word=the&submit=Submit

Am i suppose to set my tongue on the tip of my front teeth? or is it like v?

It's a dental, fricative sound, so you have to touch your front teeth with the tip of your tongue.

Check it out on youtube: http://www.youtube.com/results?search_query=pronounce+th&aq=f

This thread will be moved to the pronunciation section, so look for it there, if you co

Have i misunderstand something isnt it like a f in three and think?

There's no /f/ in three or think. In those words, it's the same fricative dental sound as the one in "the", but it's voiceless.
The difference between a voiced and voiceless sound is like the difference between "b" and "p", for example.

Again, take a look on youtube, there's always a lot of useful stuff there.