Where do grammatical genders come from?

German and Russian have three of them, French and Spanish two: grammatical genders. They annoyed Mark Twain and confuse students to this day. But where did they come from?
Music:
"Style Funk" and "Hot Swing"
by Kevin MacLeod, www.incompetech...
---------
Send letters and postcards to:
Rewboss
Postfach 10 06 29
63704 Aschaffenburg
Germany
Please don't send parcels or packages, or anything that has to be signed for.
---------
My website:
www.rewboss.com/
My blog:
rewboss.blogspo...
My Twitter feed:
/ rewboss
My Google+ page:
google.com/+re...