I'll try to explain it the way that helped Tic, you have to think hard (Don't reply saying I'm wrong until you have given it at least 10 mins though :( ).
If you picked a goat and you change, you get the car. If you picked the car initially, you get the goat. However, because the chance of picking the car initally is 1/3, chances are that you will have picked a goat (2/3), so you should change.
So you should swap :P