Realize that the entire problem considers situations, not choices. Out of the three possible situations possible, you win 2 of 3 times by switching. I still can't believe that people are denying the answer. If Wikipedia scares you, here.

http://mathforum.org/dr.math/faq/faq.monty.hall.html
http://www.letsmakeadeal.com/problem.htm (features Marilyn vos Savant, who I already referred to)
http://web.mit.edu/rsi/First-Week/mi...minisample.pdf

It goes on and on.