It's a famous math problem, called the Monty Hall problem, Sapphire was close.
If you don't switch your probability of getting the prize remains 1/3.
If you do switch the probability is 2/3.
It's counter intuitive, but the laws of probability happen to be counter intuitive ;).
Think of the possibilities if you always pick 1.
Results if Switch/ Don't Switch
0 /cash
cash /0
cash /0

