Correlation and causality are different things. Look at this xkcd comic strip about it. If you understand this, you understood the difference between correlation and causality. This may even help for those theologically thinking people out there. Maybe... ;-)
NOTE: xkcd is one of my favourite comic strips you can find online. Its nerd-like intellectual ideas and presentation is almost irresistable to this nerd. But be warned, its content is highly un-Christian, and some may even get offended about some of the comic strips there. You have been warned!