Here we go again. I'm still waiting for someone to explain to me how this is possible.

Sure thing.
The odds of you picking the right door initially is 1/3, right? Well, the odds of the prize being in one of the other two doors is 2/3, right? We *KNOW* that (at least) one of those two doors has NO prize, so having the host reveal that doesn't add any information - he can ALWAYS show you a door with no prize, regardless of whether the prize is behind one of his or the one you picked initially. Switching will thus increase your chance from 1/3 to 2/3.
Still don't see it? OK, let's play with cards instead. You need to pick the ace of spades in a standard 52 card deck. You pick 1 card. I, the "host", have the remaining 51 cards. We *KNOW* that (at least) 50 of them are NOT the ace of spades and I now show you 50 such cards and give you the choice of switching.
Still think you shouldn't switch? Still think that because there are two cards you haven't seen (the one you picked initially and the one I haven't showed you yet), the chance is 50/50 as to which one is the ace of spades?
HINT: You keep your card and you still have only a 1 in 52 chance of being right. Switch and you have a 51 in 52 chance of being right. Try it a few times with some actual cards if you don't believe it.
If you STILL don't believe it, you can try the classic The Price is Right scheme online here:
NY Times The Price is Right flash gameTry it a bunch of times while switching and a bunch of times while NOT switching.