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The Monty Hall Problem is a famous (or rather infamous) probability puzzle. Ron Clarke takes you through the puzzle and explains the counter-intuitive answer.
Put simply: If you pick a goat then swap you will always win the car. And you have a 2/3 probability of picking a goat.
You can read more about this problem, and the controversy, on Marilyn Vos Savant's website www.marilynvossavant.com
A lot of people have commented that I should have used 67% rather than 66%. When I made the video I made the choice to use 66% because I talk about "double the chance" and 66% is double 33%. I accept that 67% is more accurate, but I don't think it affects the explanation. Thanks for all your comments!