There's this movie I use to watch on the disney channel... its about this girl and she's in her room and all of a sudden this man comes and takes her to a world with these scary looking monsters in it. There's one insidient where she has to chose which door to take to get home. One is Blue and one is Red... the doors can talk and they try to trick her out of choosing the right door.!

It could be Labyrinth from 1986, starring rocker David Bowie and a very young Jennifer Connelly. Jim Henson of Muppets fame wrote and directed this. The dialogue with the doors can be found here:

Talking Door Knockers :: Knockin on History's Door

It's definitely Labyrinth! I have this movie and I've seen it so many times I'm starting to bug my brother by saying the lines with the characters! The part with the door knockers is so funny, and this part that Mizz is describing is awesome!

OMG, thank all of you sooooooooooooo much. I was looking at your question when I realized it was for the same movie I have been thinking of for at least 5 or more years and never remembered the title. You described it the same way I was going to, but I was going to put the part about the maze and when the goblins surrounded the babies crib, but and I got excited when I was reading it because I knew it was the same movie. WOW, thanks to you three I finally have the answer.

Happy to help out anytime I can! ;)

Labyrinth

Don't Look Under the Bed.