Many contain fish oil, but mercury is not fat soluble (stored in fatty tissue), so it's not in the oil. You can find omega-3 supplements in liquid, soft chews, and soft gel form, and some are flavored to mask the fishiness.

http://www.babycenter.com/404_is-it-safe-to-take-an-omega-3-supplement-when-im-breastfeedi_10337002.bc