Whenever I send funds with XMR and use the refresh command to check my balance, Simplewallet will show a number of transactions, some adding money to my account and some withdrawing money from my account. Why is this?
This is change coming back to your wallet. For instance, if you send 5 XMR, simplewallet might send that using a 10 XMR input, which it will then split and send 5 XMR to the person you are sending to, and send another 5 XMR output back to your wallet.
See section A, bullet 2 here for a bit more explanation in context: