Power is conserved from one side of the transformer to the other (in an ideal transformer, at least).
Pin = Pout
Energy cannot be created nor destroyed and hence Voltage and Current cannot be created nor destroyed. Energy can dissipate in the form of heat (eddy currents) but not increase.
Thanks... I ended up getting a friend to explain it to me anyway... I didn't realise the current changed as well as voltage and that's why I was confused....