It happens because when you pop a pimple, often you're just driving the infection deeper into the pore, which means it's just going to reappear.

Don't pop them and they'll go away quicker!

I'm having the same problem, and I'm pretty sure it's because of what was stated above. I pop and it drives it deeper into the skin. Such a bad habit. Blah.

I'm not too sure if that's the case. Sometimes if you pop a spot prematurely or without removing the entirety of the puss and blockage the spot will scab over while the remaining puss over time re-accumulates. This used to happen to me until I corrected my technique in order to ensure that the pore was completely clear. As for the debate on whether to pop your spots or not it is down to your own judgement for any given type, i.e a large white head, I would always pop and for other types i don't. This helps prevent the spot from bursting in an uncontrolled environment such as when your out with friends ect.