sorry, this one is too classic. you have to change, because you had a chance of 1/3 to pick the right box at the beginning. after he reveals one wrong box, the remaining box contains not only it's own third chance to be the right one, but also the third chance of the other box, which makes it 2/3.
Probably this is too complicated, so I'll show all possible situations:
(x=you, A/B/C boxes, assuming the price is behind A)
1. Situation:
A X
B
C
The moderator either opens B or C. Here you loose if you change, because you were standing on the right box.
2. Situation:
A
B X
C
The moderator has to open C because you are standing on B and A contains the price. You win if you change.
3. Situation:
A
B
C X
Same as above, just with different letters. He has to open B and you win if you change.
So you win in two of three situations, which means changing gives you a chance of 2/3 to win while staying is only 1/3.
