Is she really that smart?

And, here is the thing. I do not get it. I do not get the Monty Hall problem. I mean, I understand that you should always switch, I understand the numbers, but my brain is saying that switching doesn´t change anything, even if I know the numbers (probability). Now, I understand, you always switch, because of the calculations, but if you ask me if I believe it intuitively, I must say NO, my intuition is saying that the switching do nothing. Why?