If you want even more inane detail on why this is:
Ethernet uses differential signalling to send its data bits. That is, instead of using one wire and driving it with either a positive or negative voltage to signal "1" and "0", it uses two wires, and for "1" it drives one wire high and the other low, and for "0" it reverses them. But, you might ask: "Why the hell would you want to do that?"
If you get EMI (electromagnetic noise/interference) in two wires running parallel to each other (or, even better, twisted around each other), it will generally affect each wire in the same way. Thus, if you have the opposite signal running in each wire, you can subtract the voltages to eliminate most of the interference. This is why properly wired Ethernet cables can run 100m or more at 100Mb speeds (and can go fairly far even at 1000Mbps speed).
Example:
Your Ethernet card wants to send a "1" to the device on the other end of the wire. It drives one of the signal wires with +1V, and the other wire with -1V. Now, in the middle somewhere, some electromagnetic interference comes through and causes all your voltages to drop by 1V, so at the far end the receiver gets 0V and -2V on its inbound wires. 0 - (-2) = +2, so it knows the original sender was trying to send a "1". If you reversed the signals on the wires, the interference would result in -2V and 0V, and (-2) - 0 = -2, which would mean the sender was trying to send "0".
If you only used a single wire at either +1V or -1V, and you get out 0V at the far end, it doesn't know if you're trying to send a "1" or a "0", since the value received is in the middle. Either the data will be corrupted, or the CRCs won't be right and you will have to try to resend it (which kills performance). If you don't wire the cable properly (so that the signal wires are twisted around each other), it is MUCH more susceptible to EMI and crosstalk. You'll either run at greatly reduced speed, or basically not be able to communicate with the far side of the connection.
See? And here I thought that Networking class in school was worthless.
Both AGP and PCI Express actually use similar signalling schemes, if anyone cares. You can google "LVDS" (Low-Voltage Differential Signalling) for more information.