THE DOOR OPEN WARNING LIGHT WAS MEL INOP. THE AIRSTAIR DOOR CAME OPEN CLBING THROUGH 3000 FT. THE FLC ACCOMPLISHED A SAFE EMER LNDG.

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JUST AFTER DEP; ON OUR 8TH LEG OF THE DAY; CLBING THROUGH APPROX 3000 FT; A SUDDEN EXPLOSIVE SOUND WAS FOLLOWED BY RUSHING WIND. LOOKING OUT MY SIDE WINDOW; I SAW THAT THE CABIN AIRSTAIR DOOR WAS OPEN. THE FO WAS FLYING AT THE TIME. BECAUSE OF THE NOISE; WE COULD NOT HEAR EACH OTHER; ATC; OR COMMUNICATE WITH OUR 2 PAX. I MOTIONED TO THE FO THAT I WOULD FLY AND HE WOULD TRY TO COMMUNICATE. I STOPPED THE CLB AND TURNED BACK TO THE ARPT. AS THE PWR WAS REDUCED IN THE DSCNT WE WERE ABLE TO MAKE OUT APCH CTL CLRING US FOR THE VISUAL TO RWY 33L; AND THEN TWR CLRING US TO LAND. WE LANDED WITHOUT INCIDENT; CLRED THE RWY; AND SHUT DOWN THE ENGS. WE DETERMINED THAT THE PAX WERE UNHURT; ALTHOUGH SHAKEN. ONE HAD LIT A CIGARETTE IN HIS NERVOUSNESS; WHICH THE FO EXTINGUISHED. WE TAXIED BACK TO THE GATE USING THE R ENG (OPPOSITE THE DOOR). AN IMPORTANT FACTOR WAS THAT THE CABIN DOOR WARNING LIGHT WAS INOP AND DEFERRED PER OUR COMPANY MEL. PRIOR TO OUR FIRST FLT; WE REVIEWED THE MEL PROVISIONS WHICH REQUIRED A VISUAL CONFIRMATION THAT THE DOOR WAS PROPERLY LATCHED. THE FO WAS CERTAIN THAT THE DOOR WAS PROPERLY LATCHED; A MECHANICAL INSPECTION OF THE DOOR IS STILL PENDING. MY MAIN CONCLUSION FROM THE INCIDENT IS THAT I WILL NOT FLY AN ACFT AGAIN WITH THE DOOR ANNUNCIATOR INOP. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING INFO: THE RPTR STATED THE MECHS COULD FIND NOTHING WRONG WITH THE DOOR LOCKING MECHANISM. THEY TOOK THE DOOR COMPLETELY APART DURING THE INVESTIGATION AND NOTHING COULD BE FOUND WRONG. AFTER LNDG THE DOOR WAS CLOSED AND LATCHED SECURELY. THERE ARE 4 ROTARY ARM LOCKS; A PLUNGER; AND THE DOOR HANDLE DOWN WITH A BUTTON POPPING OUT AS INDICATIONS THE DOOR HANDLE WAS LATCHED AND LOCKED. THESE INDICATIONS SHOULD BE CHKED TO ASSURE THE DOOR IS CLOSED. THIS MAY NOT HAVE BEEN DONE BY THE RELATIVELY INEXPERIENCED FO. THE RPTR STATED HE WAS TOLD THIS WAS THE SECOND DOOR TO COME OPEN IN THE LONG HISTORY OF THE BEECH 1900. THIS WAS THE FIRST DOOR EVER TO COME OPEN ON A BEECH 1900D. THE OTHER DOOR OPENING WAS A 1900C. THAT DOOR WAS DIFFERENT IN SOME DESIGN FEATURES. THE RPTR STATED THERE WAS NO DAMAGE TO THE BEECH 1900D WHEN THE DOOR CAME OPEN. THE DOOR WAS CLOSED AND THE BEECH 1900D WAS FERRIED TO THE COMPANY MAIN MAINT FACILITY WHERE THE DOOR WAS REMOVED AND COMPLETELY DISASSEMBLED; THOROUGHLY CHKED AND FOUND TO BE IN PERFECT CONDITION.