The twisting in the wires helps reject some noise.
http://en.wikipedia.org/wiki/Category_5_cable
Better than ordinary telephone flex at this rate.
An addendum to this: UTP means the 4 twisted pairs themselves aren't electrically shielded. The actual twisting of the wires is far better in this respect at shielding interference than telephone flex or the super-substandard 4 wire flat cable that has no shielding whatsoever.