Because molecules move, and the higher the temperature the faster they move. The surprise is not that some compounds are solid at room temperature, the surprise is that there are any solids or liquids at all! If all molecules are moving, why aren't they all gases?
The answer is that there are forces between molecules that hold them together. When the forces holding the molecules together are very strong, they are locked into a tight lattice and the only movement they are able to make is small vibrations around their center of motion. Slightly weaker intermolecular forces give you liquids, where the molecules are able to move past each other but still stay in contact with each other. Still weaker intermolecular forces give you gases, which go shooting around everywhere and don't have to stay in contact with each other.
Since molecular motion increases with temperature, when you heat a solid, the molecules will move faster and faster until the speed of their motion is stronger than the intermolecular forces holding them together in a lattice. That is when the solid melts to form a liquid. Then as you increase the temperature, the motion of the molecules gets faster still, until they are moving fast enough to escape the surface of the liquid. That is when the liquid evaporates to form a gas.
The concepts of heat and disorder are expressed in thermochemical terms as enthalpy and entropy, usually given the variables H and S. If you are interested enough in physical properties to do some research, this would be a good starting point for you.