I think the best way to understand the Bell inequality and why it implies that the world is a bit stranger than classical mechanics can invision is to count up the probabilities yourself, establish the inequalities, see that they are reasonable, and then stand in awe on realizing that the experiment has been made and the inequalities are not observed.
A short description of the issue is that there are correlations between the two measurements that eliminate the possibility of there not being a sort of communication between the two measurements that must travel faster than light. The communication cannot be used to transfer information, it's just in the correlations.
If the correlation were as simple as, for example, one guy always getting a "heads" when the other guy gets a "tails" and vice versa, it could be explained by simply supposing that a single coin was flipped earlier and then copies with opposite results "built into" them were handed out. But the correlation is not this simple. It's complicated in that it involves three different ways the coin can be flipped, and each of the two measurers can choose to measure the coin independently in those three ways. So it is only the overall correlations for all the possible ways the experiment can be run that are contrary to common sense.
Hey, if it were obvious, it wouldn't have sat around undiscovered in QM for so many decades. I think it's stunning that basic physics like this can date so recently. Makes it kind of exciting, doesn't it.
The math for this is not that bad. Try this link:
http://en.wikipedia.org/wiki/Clauser_and_Horne's_1974_Bell_test
Note, the above Wikipedia article is being disputed. The people disputing the accuracy of the information in the above link have little relevance to the thought of mainstream physics at this time. In addition, not that it matters, I think they're wrong too, and I'm hardly a big fan of the standard interpretation of QM.
Carl