Bohr vs. Einstein
A sensible way to look at entangled particles is to imagine them as a single wave that spans across a large distance. The wave is the particle wave you can calculate according to the laws of quantum physics, and the wave contains all information about all possible states the particles might be found in. If you make a measurement, you collapse the wave onto a particular state of the particles -- and because you collapsed the complete wave this effects the particle property at the faraway other end of the wave.
It's no rocket science, and it's also not classical physics.