Let R be a commutative Noetherian local ring of dimension d, a an ideal of R, and M, N two finitely generated R-modules. We prove that if d 2, then Extp R(M,Hq a(N)) is a-cofinite for all p, q 0. Also, if d 3 then the set of associated primes of any quotient of Extp R(R/a,Hq a(M,N)) and Extt R(R/a, Extp R(M,Hq a(N))) are finite for all p, q, t 0