Changing from Shimano Road Double Chainset to Triple Chainset? Road bike setup at the moment is:
Shimano Tiagra (9 Speed) Shifters / Front Derailleur / 52-39T Chainset / Short Cage Rear Derailleur / Casette 27-11T.

Will I be able to do a straight swap and install an Ultegra 6300 52-39-30T Triple Chainset designed for 10 speed?
If not any other ideas?
Many thanks
Steve
If, by "a straight swap" you mean "Can I change only the crank set, and no other parts, then the answer is in short, no, it will not be a straight swap. 

If I read the question correctly, you are currently using a 52/39 double designed for 9 speed, and you want to install a 10 speed triple. 

A triple shifter has 5 positions, not 3, because it requires additional "trim" positions which move the derailleur without actually shifting gears. This prevents the chain from rubbing as you get closer to extreme chain line angles. (Shifting into very large or very small cogs on both the front and rear gears at the same time.)

To do this job with 10 speed, you will need to change your shifters, front dérailleur 
, rear dérailleur, cassette, chain, crankset, and possibly bottom bracket bearings. 

If you use 9 speed, you will save the cassette, rear dérailleur, and possibly rear shifter.  

I assume your purpose is to get easier climbing type gears? If so, consider using a compact double (50/34), possibly combined with a different cassette on the rear of the bike. 

It should get you quite a lot better gearing, and will only require changing the crank itself, and readjusting the gears on your front derailleur. 

I hope that helps.