I'm a little confused on the macroeconomic explanation of this.
The fed funds rate is considered the cost of borrowing for the hypothetical no default risk company, treasury rates are based on the perceived creditworthiness of the U.S. government. If the cost of borrowing goes up for the hypothetical no default risk company then all rates associated with borrowing go up because the cost of credit has risen.

Additional Information: Actually that's incorrect, the government establishes the coupon rate when it issues new securities at par and the supply and demand effect the par value which in turn effects the current yield. When the fed funds rate rises the risk free rate rises and the treasury yield is tied to this rate. If the market can get new issues at a higher coupon rate then they aren't going to want the outstanding (also known as off-the-run) treasuries, demand falls, and yields rise.