Well, I did a little research and came up with this:

Before thunderstorms develop, a change in wind direction along with an
increase of wind speed with increasing height creates an invisible, horizontal
spinning effect in the lower atmosphere. Rising air within the thunderstorm
updraft tilts the rotating air from horizontal to vertical. The area of rotation, 2-6
miles wide, now extends through much of the storm. This rotating column of
air, known as a funnel extends from the cloud and grows downward toward the
ground. Once the funnel touches the ground is becomes a tornado. Since the
center of the funnel is a low pressure area, air rushes into the column and rises.
The air is cooled as it rises and water vapor condenses to form the familiar
funnel shaped cloud. As the rotating winds begin to pick up dirt and debris
from the ground, the funnel will darken. The strongest tornadoes occur in
supercell thunderstorms which can also produce large hail and strong
downbursts.

http://www.tsgc.utexas.edu/stars/tornado.html

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"Computer simulations and observational studies have suggested that veering of the low-level wind is instrumental in
the production of storm rotation. If the wind speed is sufficiently strong (usually 30 miles an hour or greater) and
veering of the wind with height is present, then horizontally-oriented "rolls" may develop in the lower levels of the
atmosphere. These horizontal "rolls" may then be tilted into a vertically-oriented rotation by a storm's updraft. The
updraft can also "stretch" the vertical rotation and increase the rate of rotation. Once this vertical rotation has been
established, a mesocyclone (see chapter V) can develop which may produce a tornado or significant severe weather."

http://www.crh.noaa.gov/lmk/sguide.htm#6C

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Perhaps, Roger, what you saw was a mature tornado that had touched down,collected dust and debris, retreated upward into the clouds, as they often do, and then reappeared and touched down some miles down the path where you saw it.

I don't know about you guys, but tornados scare the hell out of me.

Cathryn