I'm not sure how this question came up but I'll try to help to explain. I only skimmed ayz's explanation, and though I'm sure he's correct, it is pretty confusing.
All you really need to think about is how you have a 1/3 chance of picking the right one in the beginning, this probability does not change when you are revealed the wrong one. It does not change because you will ALWAYS be revealed a rejection letter. If the game was changed to one where you couldn't change letters and I revealed the letters to you one at a time, just because I always reveal a rejection letter first doesn't change your 1/3 odds.
The flip side is that if your probability stays at 1/3 when you don't switch, it must be 2/3 if you do.
Hope that helps.
Monty Hall problem - Wikipedia, the free encyclopedia
ok i understand now, definitely counterintuitive to me unless its broken down simply