For a description of how the Monty Hall Problem works, see this post on my blog. Basically, there are three doors and you must pick one of them. You don't know what's behind the door you just picked, but you know that there are goats behind two of the doors and a car behind the other. Should you keep your door or switch? The answer is that you should switch and then you will have a greater chance of winning the car. Again, the post above explains it best. Want to test it? Then just pick how many times you want to play and if you should switch or not. The reason why you need to pick how many times to play is that you will win the car with a greater percentage over time, but not necessarily the first time.