Just watching '21' where the 'Monty Hall problem' was covered.
Makes sense, but it's a little difficult to get your head around at first (see below).
http://en.wikipedia.org/wiki/Monty_Hall_problem It makes more sense if you imagine someone trying to find the ace of spades in a deck of cards. If the dealer removed all the non-ace-of-spades cards after the player's original pick, the ace of spades is far more likely to be with the dealer at that point.
John