This study developed a teaching module that incorporated the Monty Hall problem to introduce conditional probability in a college introductory statistics course. This teaching module integrated a guess -- experiment -- discussion approach with game-based instruction. The researchers piloted this module and made modifications. The work of 20 non-mathematics major undergraduate students was examined for changes in their perceptions about conditional probability through a pre-and-post survey design. The Structure of the Observed Learning Outcome (SOLO) taxonomy was used for data analysis to show the quality of the student work. Findings suggest that most students' perceptions were at higher levels after the teaching module. [Note: The page range (93-109) shown on the PDF is incorrect. The correct page range is 93-108.]