This was also in the Da Vinci Code book, and the subsequent discussion resulted in many mathematicians getting it wrong.

The best way I've heard it explained is to increase the number of doors to a ridiculous level (like 100). But for the life of me I can't remember why this helps in understanding the problem. Perhaps someone else can work it out.

edit: Ok, I read down the comments and see someone else talked about this. Imagine 100 doors, with 99 having a penny and one having a million dollars. The assistant will open 98 doors with a penny behind, leaving you two doors and the option to swap. Probability suggests you should swap, as the odds of you initially picking the million dollar door is a terrible 1 in a 100. By swapping, you increase your odds to 50%.