It's two illusions in one!
First of all, it appears that the lines are not straight, which in fact they are perfectly straight. Look at the blue gaps between the arrows and it looks like they are slanting either up or down, depending on which one you look at.
Next, because of the color choices and how this is laid out, if you move your eyes up and down across the image, the arrows will appear to shift slightly. This also works if you just stare at the picture for awhile. The tricky thing is that the arrows move in the opposite direction of how they are pointing.
This is a fun illusion to put as your background, so when your friends see your monitor, you're sure to start up a conversation with them about this, and you can profess your love for optical illusions!