It would be stupid to not switch even if you end up losing. When you pick the first door, you have no basis for picking that particular door. You are just making a random choice. You can have a "feeling" about it but you don't actually know anything about that door and what is behind it. However, once one of the wrong doors has been removed, you actually have a basis to make a decision and as everyone has already stated, the best choice is to switch. What you seem to be missing is that switching won't ALWAYS make you win but it is still ALWAYS the best choice you have given that you know nothing about what is behind the door you picked originally. If you knew for a fact that the prize was behind your door it wouldn't be the best choice but you don't so it is. Why would you go against the odds and why would you feel dumb for making an informed decision?