I choose door #1

I saw the movie 21 over the weekend which was based on the MIT blackjack team. It was fun to watch although a bit predictable. Kevin Spacey plays an MIT professor who leads the blackjack team, and there's a scene in the movie where Spacey is lecturing a class and proposes an interesting statistic's problem. Let's say you're on a game show, and there are three doors, and behind one is an awesome car but behind the other two doors are donkeys or something like that. The host asks the contestant to choose a door,and the contestant chooses a door. After the contestant makes a choice, the host reveals one of the doors that has a donkey behind it, and then asks whether the contestant wants to change his or her answer. Should the contestant change their answer?