You use the best hit dice for your class. So if you are a 2nd level fighter / 2nd level thief you use the fighters 3 hd. When you achieve 3rd level thief, who has 3 hit die, the same as your fighter level, you do not re-roll hit points. Remember that unlike other editions where you just add your next die to your total in S&W/TLBBs you reroll all of your hit dice every level and keep the highest roll, your current or your new one, so you may not get hit points every level.
When that same character reaches 3rd level fighter he moves up to 4 hit die and re-rolls hit points.