^Also it's because you're putting more tire on the ground which slows it down in exchange for increased traction.
For wheel up-sizing you have to be aware of the appropriate tire size, wheel bolt-pattern, width and offset.
TireRack.com have a lot of great info on wheel/tire upgrade.
http://www.tirerack.com/about/techcenter.jsp
Offset:
http://www.tirerack.com/wheels/tech/techpage.jsp?techid=101
Tire Size Calculator:
http://www.miata.net/garage/tirecalc.html