You can find out who the Bilderberg Group is via its Wikipedia entry, suffice it to say, it's a small, secret meeting of big, important people to discuss things. Lord knows what gets talked about, probably nothing. What I find interesting about the group is how much attention it attracts, especially from the fringe groups.
Back in the day, and by "the day," I mean 1996-1997, I was big into conspiracy theories. I never believed in aliens (I always thought that was stupid), but things like secret governments, the Illuminati, the Philadelphia experiment, and any number of other crackpot ideas were fair game... Don't look at me like that. Like you didn't have some stupid ideas back in high school.
What I think lies at the heart of conspiracy theory appeal is that the conspiracy exists. At attributes an almost gnostic like aspect to reality, and that we can see through to the hidden but still mechanistic and predictable truth. It's both exciting (the secret knowledge) and comforting (that the knowledge is there to be had at all).
Think, what's scarier? That there is a huge secret government ruling the world and choosing things for its own benefit, or that bad shit really does happen at random. The US government planned 9/11, or that certifiable wack-jobs can actually muster the power to do great damage? That this government will never let things get too bad, or that we really, truly did come within a hair's breadth of the end of the world during the Cuban Missle Crisis?
A world that conspires against you is better than a world with no mind at all, it seems.