This article from Scienceblogs.com offers a fascinating analysis regarding the factors which lead people to believe in conspiracy theories. It also shows the difference between criminal conspiracies (which happen all the time) and conspiracy theories (which are false, except in a few rare cases).
Generally, people with lower incomes and lower education levels tend to have greater belief in conspiracy theories. But this article illuminates the real issue:
“Theorists tend to show higher levels of anomie – a general disaffection or disempowerment from society … Instability makes most of us uncomfortable; we prefer to imagine we live in a predictable, safe world, so in a strange way, some conspiracy theories offer us accounts of events that allow us to retain a sense of safety and predictability.”