Gate Keeper Game (or Monty Hall problem)

Suppose you're on a game show, and you're given the choice of three doors.
Behind one door is a (car) and behind the two others, (goats).
You randomly pick a door, say door 2.
The gate keeper, who knows what's behind all doors,
opens another door, say door 3, which has a goat.
He then asks you: Do you want to pick door 1 or keep your initial choice
of door 2?
Is it to your advantage to switch your choice or not?