Probability Riddle

If you have 3 doors, 1 which contains a BMW and the other two contain goats. You are told to pick one of the doors, and you do so. For arguements sake, lets say you picked 1, but it really doesn't matter. Next, I open door number 3 and show you a goat. Now, I ask you, do you want to keep door number 1 or switch to door number 2? Why (Prove/Justify your answer)?

And of course the whole point of this riddle is because you get to win the BMW if you guess the door with the BMW, and you get nothing if you get the door with the goat. No, you do not get to keep the goat....