In systems with a finite number of degrees of freedom, it is known that entanglement can help increase the precision of measurements. However, the reason behind this effect was never analyzed in depth.  Here we give a simple, intuitive construction that shows how entanglement transforms parallel estimation strategies into sequential ones of same precision. We can then employ this argument to obtain a series of new results in quantum metrology and also to reobtain, in a simpler manner, some old ones.