The explanation I sometimes see is that God is eternal. He just is and will always be. Of course, it does kinda blow the argument from design out of the water. I personally have never understood it. Why can't energy, space and matter be infinite? Why can't we be living in an infinite oscillating universe? If you're going to give yourself room to believe that there could be something infinite out there, why is the idea of something other than God being infinite? People like to claim "you can't create something out of nothing", quoted from a 3rd century Platonic philosopher, well wouldn't it then be more plausible that 'something' has always existed? Just that it has had an ever changing form. I'm not saying that it has always existed, but I would more readily accept an eternal universe than an eternal deity, because at least an infinite universe is based on something more tangible, scientists talk about a Big Crunch and we don't know anything about 'pre-big bang', which is kinda where the idea for an oscillating universe - or at least it's how I stumbled upon it.
It's kinda funny really, this argument is older than Christianity itself. Plato and Aristotle had two different opinions on the subject, Plato formed the Cosmological argument, which was later adopted by St Thomas Aquinas. The idea is that all things must have had a cause, therefore at the beginning there must have been an uncaused causer. By Aquinas's argument, it's God. More scientific Christians even apply this to the Big Bang theory.
Aristotle tried to debunk it, he on the other hand had an argument for an eternal universe.
So when you think about it, this damn argument is over 2000 years old. Jeez, when are we going to live in the 21st century.