Monty's Dilemma

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Think of it this way, there are three possibilities:

1. You pick the winning box, and if you change you will lose.
2. You pick a losing box, and if you change you will win.
3. You pick a losing box, and if you change you will win.

2 and 3 are the same because there are 2 losing boxes and 1 winning box. You don't know if the box you have chosen is the winning box, but you are more likely to be in a situation where changing the box will result in a win, rather than preventing a win, simply because that possibility occurs more often.