Non-poker probability question - 'Find the lady'

[CurryLover]

This one is not that well known in the UK. Maybe everyone in the US knows it already since I think it may have been a US TV game show. If so, then I apologise for wasting your time. If you already know the answer then don't spoil the fun:

In this game there are 3 identical boxes, A, B and C. One of them contains a substantial prize, the other two are empty. The contestant's task is to guess the correct box. The host knows which box is the valuable one. The contestant selects one box, say Box B.

Whatever box the contestant selects, at least one of the remaining boxes is empty. After the contestant's intial choice, the host will always open one empty box, and invite the contestant to change his/her mind.

The question is: should the contestant change his/her mind, or stick with the intial choice?