For a standard altimeter as you enter a region of higher pressure so does the pressure within in the instrument itself. You can think of this as an increase in pressure relating to a decrease in altitude (lower alt = higher pressure). So for an instrument that is set at a specific hectopascal setting i.e. 1013/29.92 this will relate to an apparent decrease in altitude. To maintain the required altitude the aircraft will have to climb to return to an area of equal pressure (i.e. higher true altitude).