Hi Loki. Though I am not anywhere CLOSE to being an expert on the law of attraction and how it works, I have a theory. Like it said in the movie 'The Secret' your intentions and thought are like vibes that you're sending out to the universe.
My theory is that these thoughts that you send out form on another plane, probably some parallel universe in the astral. The more thought you give to something, the more solid it becomes in the astral, until it reaches a point where it is so solid, the waves of intention begin to come into this dimension from that one, and begins to form it physically.
Think of the thought as a boomerang, for instance. Anyways, like I said, I might be TOTALLY off, but that's just my 2 cents. =)