Most gentlemanly way to hold a door?

So, this is something that has bothered me for a long time. You know when buildings are set up so that you have to go through two doors to get in? How is a guy trying to be gentlemanly supposed to hold the door for his lady friend? I always open the first and hold it for her, but then she ends up having to hold the second one because she gets to it first. What's a chivalrous young gent like myself to do?