What I understand happened in Prisoner's Paradox is that the very field of probabilistic distribution of pardons has shrinked from 3 to 2. It's like binary search. You cheated your way by knowing where _not to look_.
Another simple analogy: you can increase the value of rational number both by increasing the numerator and decreasing denominator. In this case you decreased denominator.
Monty Hall requires a slightly bigger leap of logic.
Actually, here's a more directly linked problem: http://en.wikipedia.org/wiki/Three_Prisoners_problem