Imagine a non-rotating cylinder moving through a fluid (liquid or gas) - the fluid molecules bounce off the cylinder imparting a force on the cylinder pushing it in the opposite direction - this is the regular drag effect.

Imagine the same situation but now with the cylinder rotating. As the fluid molecules bounce off the cylinder, the direction of their deflection is different than before due to the cylinder's rotation, because the rotation adds a new component vector tangential to the direction of rotation. The accumulation of this effect results in a net force that is perpendicular to the direction of the motion through the fluid and the cylinder.

You can see this same effect applying sidespin when kicking a soccer ball - it's horizontal path is curved through the air, i.e. you can 'bend it like Beckham'.