KnifeMissile

On one hand, this is a very famous puzzle that you can easily do a google search for and find the answer. However, that's not really what's important. What's important is that this is a really interesting result and even if you did do a google search, you will most certainly learn something (unless you've learned this before, of course). So, here we go...

You have three doors and only one of them has a prize behind it. So, what can you do? You pick one randomly. After you pick one, Monty Hall decides to be a sport and opens a door for you so now there are only two closed doors. Of course, he's not going to open the door with a prize behind it, nor is he going to open the door you picked.
So, the question now is "should you change your guess or stick with what you picked?"

Of course, the most important question is why? Can you give a good intuitive reason for it?