You can use :
sheet.addMergedRegion(new CellRangeAddress(startRowIndx, endRowIndx, startColIndx,endColIndx));
Make sure the CellRangeAddress does not coincide with other merged regions as that will throw an exception.
For what you were trying to do this should work:
sheet.addMergedRegion(new CellRangeAddress(rowNo, rowNo, 0, 3));