If we assume the car is behind curtain A, the following could happen:
1) You pick Curtain A. The game show host can pick any of the other curtains, either one won't contain the car. You shouldn't change your guess.
2) You pick Curtain B. You're wrong. The game show host now has to pick Curtain C, the final one left is A, so you should change your choice.
3) You pick Curtain C. You're wrong. The game show host now hast to pick Curtain B, the final one left is A, so you should change your choice.
2 out of 3 times, it's wiser to change your choice. So the correct answer to the "riddle" should be Change your guess.
And if I got the answer to your riddle wrong, send me a PM.
EDIT: Right... no mod powers. ^^;