This has already been addressed earlier in this thread. Again, read "Red State, Blue State, Rich State, Poor State", or watch this ~6 minute explanation of the thesis by Andrew Gelman:
http://bloggingheads.tv/videos/1876?in=04:19&out=10:27
The poorer states vote more Republican than the richer states, but it's the richer people in those poorer states who are voting Republican. Again, look at this graph:
It would be more accurate to put it this way: red state, blue state, poor state, rich state. Red county, blue county, rich county, poor county.