Hello Dr. shrx,
Thats a great question. I had to dig out some of my old books to remind me of the answer. Lets use the example of the equilibrium of dissolved oxygen and oxygen gas is O2(aq)<-->O2(g). The equilibrium constant is K = p(O2)/c(O2). The concentration of dissolved oxygen is directly proportional to the partial pressure of oxygen. Since K is a constant, increasing the pressure proportionally increases the concentration of dissolved oxygen.
A general method of explaining this to a student might be: Added pressure increases the energy available to the gaseous oxygen. This added energy is used to dissolve more oxygen into the liquid.
I hope this helps,
Eugene Dakin Ph.D., P.Chem.