I had a Tasco 3-9x40 once, not sure if it was that one. It was an okay scope. I can't say I ever had any real problems with it. It was a cheap rifle though too, so it balanced out.
It should do a decent job holding zero, but it might drift slightly between range trips. When I first tried to dial mine in, the adjustments didn't always want to take seat between shots, and made sighting in a bit of a pain. Bring a small mallet, and give it a couple taps if it gives you trouble like that. That usually helps it "snap" into place. A gun guru at a shop I used to go to suggested it.