I have a horrible feeling you either get this or you don't. Some of the correspondence that went on in the States over this question was really vicious with mathematicians writing in and calling other people liars and cretins. Anyhow, here's my way of rationalising it.
Your original choice only had a 1/3 probability of being right so regardless of anything else that happens you can't improve on those odds by sticking. Your odds of making a better decision by switching weren't any better to start with because with two other doors to choose from you had only a 50:50 chance of picking the right door out of the remaining 2/3 probability, i.e. 1/3 again. The game show host has just removed that problem for you - he's told you which is the incorrect door of the remaining pair so your odds of picking the correct one (assuming one of them is correct) just went up to 2/3.
None of this alters the fact that 1/3 of the time you had already picked the correct door and will lose by switching, it's just that 2 out of every 3 times you didn't get it right first time, but now you can.