A party of 3 women looking for a hero
That sounds a lot like Mahou Senshi Louie, released in the US as Rune Soldier. I haven't read or watched the series, but from the Wikipedia description:


There's a blonde priestess, Melissa.
A young thief, Merrill
A tall, dark-skinned warrior, Genie
The main character, Louie, is an idiot and a pervert. 


From this picture, the cast seems to resemble your description:



The plot description on Wikipedia sounds just like your summary: the three girls are seeking a legendary warrior who turns out to be Louie, to their disappointment, since he's idiotic and perverted. Over the course of the series, they slowly come to respect him.

The manga was published by ADV Manga, which was in operation from 2003 to around 2010, so it's perfectly plausible that you bought it in 2009 or 2010.