If anyone from the Romney team is reading this let me help. This explanation is good for Kindergartener level, so should be useful despite a few simplifications
The Earth is a globe made atoms of different kinds. It is held together by gravity, which is a force that pulls atoms together. When you have atoms of different kinds the heavy, tightly packed atoms tend to wind up closer to the middle than the light ones. So we have heavy solids, then a layer of liquid, then a layer of air. Within the layer of air, the air closer to the ground is more tightly packed than the air closer to space. A jet plane can travel so high it can move people from where the air is what we are use to, to where the air is too thinly spread out to breath. To let people breath, jet planes need to keep the air inside. To do this, they do not let people open the windows, as this would let the air out.
P.S. when talking about air, the expression "The air is thin at the top" is not a business metaphor for a limited number of first class jobs, it means there is not much air high up from the ground.