Because the door you picked has a higher probability of being a goat door than a car door. 1/3 probability to 2/3 probability, easy decision.
Perhaps a graphical interpretation will help.
O is car, X is goat. Always pick door #1 (for convenience sake). If you want to pick other doors, result is the same, it just requires 9 diagrams.
pick door #1, door 2 is revealed as goat. swap to door 3.
sorry, screwed by probability this round.
[o] [x] [x]
pick door #1, door 3 is revealed as goat. swap to door 2, winnar!
[x] [o] [x]
pick door #1, door 2 is revealed as goat. swap to door 3, winnar!
[x] [x] [o]
Edit: better formatting Edited, Mar 31st 2008 7:28pm by Timelordwho
What if the bird will not sing?
Nobunaga answers, "Kill it!"
Hideyoshi answers, "Make it want to sing."
Ieyasu answers, "Wait."
Timelordwho answers "Just as Planned."