The "Guilt" in the expression "Guilty Pleasure"  

How would you describe the feeling of "guilt" when you use the expression guilty pleasure? What does it really feel like? In what situations do you feel this strongly? Why is the word guilt fitting? I guess, I wonder what do people really mean when they say "this is a guilty pleasure".
I've never really thought about this deeply. What triggered it was reading an article saying some woman in "Desperate Housewives of Atlanta" was voted No1. guilty pleasure of TV viewers last season, or something along that line. I thought, okay, so people feel guilty watching a show that plays like a circus, but how come I've never heard people say going to an actual circus is a guilty pleasure? Just what sort of ingredients have to be present for a situation to qualify as a guilty pleasure?The most accurate way to put this is probably that this "guilt" refers to a break away from one's purported preference and taste, without a good reason. But what IS a good reason? If you think you shouldn't like something but end up liking it anyway, wouldn't this just mean you didn't know yourself very well?