Take a drafting triangle that has 30-60-90 degree corners. Place it between two objects, and squeeze the triangle between them. It'll move to the side faster than the two objects move together.
Or you can just think of it like squirting toothpaste.
The wind pressure on the sail and the water pressure on the keel form the two "objects" being pushed together and the sailboat "squirts" out the side.
Edit: The angle between the sail and the keel is like the angle on the triangle. The keel really was a great invention.