Physicists decided to define the temperature of a system not simply by the amount of energy in the system, rather to define it as the ratio of the energy in the system to the total entropy of that system. In so doing, they created a situation where systems that go to a lower entropy state when energy is added, are described as having a negative temperature.
(Of course, it's slightly more confusing since it's actually the inverse of the temperature that's defined as dS/dE, which is the rate at which the entropy increases as the energy increases, a much more understandable definition. And as the physics professor who taught this to a room of students from various departments said of the transition from
1/T = dS/dE
to T = dE/dS
"The mathematicians in the crowd will be in an uproar now. But we can do stuff like that in physics")T = ∂E/∂S is implied by the fundamental relation of (phenomenological) thermodynamics, whereas 1/T = ∂S/∂E gets derived from a microscopic theory via statistical mechanics.
Thing is, when you understand why it happens, it seems perfectly rational and expected. It's all about information.