This is a really good explanation I saw a while back of the phenomenon. This debunker (a PhD @ Google) originally said it was impossible - and then realized he was wrong.
Initial claim of impossibility: http://scienceblogs.com/goodmath/2008/12/windpowered_perpetu...
Recognition of truth ;-): http://scienceblogs.com/goodmath/2008/12/the_real_bozo_attem...