Global warming is indeed a natural phenomenon, but it isn't some magic thing that just happens randomly. It always occurs in response to natural phenomena such as variations in our orbit around the sun, and it proceeds according to the laws of physics and chemistry. For example, a relatively small increases in the amount of sunlight reaching earth in certain phases of a Milankovitch cycle will cause a small amount of warming, though not nearly enough to bring us out of an ice age. That initial warming, however, is enough to warm oceans to the point where they start releasing carbon dioxide. This happens because warm water can hold much less carbon dioxide than cold water (think of opening a warm soda -- it will fizz much more than if the soda were cool.) Over time, this carbon dioxide causes the atmosphere to warm, leading to even more ocean warming and the escape of even more CO2. This feedback loop, which amplifies the relatively small effect of the Milankovitch cycle, is enough to bring the earth out of an ice age in as little as 7,000 years. (This is all nicely explained at CO2 lags temperature - what does it mean?, especially in the video at the end.)