We always want to explain these kinds of awful things. I think a possible explanation is that evil really does exist, and that some people fall under it's spell. 'Evil' may be one of the most difficult words in the english language to define. Is it an entity with a life and force all it's own, is it a culmination of a thousand life experiences that drive someone from light, kindness, and humanity to horrific acts of inhumanity, or is it the result of some genetic defect or physiological gap in a human?
I don't know. What I do know is that there is no explaining this kind of action in any way that could ever be comprehensible to a normal human being. What I always wonder at with these kinds of situations is how an individual capable of such acts could go undetected by those that surrounded him/her every day? I cannot imagine that it was not clear that something was horribly wrong with this individual. Yet, as with lots of other cases, no one was able to act to avert the end result. I think in some ways, our open culture, where curtailing of our individual freedoms is (rightfully) so important, makes it much more difficult to identify and restrain individuals who are so sick before they perform horrible deeds. That's probably why such phenomenon occur primarily in the United States.
How do we create such monsters? I might rephrase 'How are such monsters created?' Perhaps they aren't created at all, but are born missing the capacity for humanity. I don't know.