Happy/Sad Chords, Confused?!?!?

Okay, well I am trying to make a song that sounds more toward the mellow/sad end of the sound spectrum looked it up on yahoo! answers, and figured out that minor chords tend to be the sadder ones and Major ones are the happy chords.

Well the magnificent lady who posted the answer stated "lets say you use the key of Am. the sad chords would be a minor, d minor, and e minor, while the happy chords in this key would be C major, F major and G major."

I understand everything except for where she got the Am, Dm, Em, CM, FM, and GM from...

what part of music theory is that and how can I apply this knowledge to other keys that I want to have the song in, like Dm??

TL;DR: how do you get (A minor, D minor, E minor, C major, F major, and G major) from the key Am?