  Solutions of Ginzburg-Landau eqns. coupled with three dimensional Maxwell
eqns. reveal intriguing magnetic response of small superconducting particles,
qualitatively different from the two dimensional approximation but in agreement
with recent experiments. Depending on the radius and thickness first or second
order transitions are found for the normal to superconducting state. For a
sufficient large radius of the disc several transitions in the superconducting
phase are obtained which correspond to different angular momentum giant vortex
states. The incorporation of the finite thickness in the calculation is crucial
in order to obtain agreement with the position and the size of these jumps, and
the line shape and magnitude of the magnetization curves.
