I became obsessed with this after watching the movie "21" it took me a while to understand it....
its called the monty hall problem : http://en.wikipedia.org/wiki/Monty_Hall_problem
here is a simulator http://people.hofstra.edu/steven_r_costenoble/MontyHall/MontyHallSim.html
i did 50 trials of each method.
when staying with my original door i had a success rate of 0.4 (20 out of 50)
when taking the switch i had a success rate of 0.68 (34 out of 50)