The octet rule only applies firmly to elements below main energy level 3 (in fact, there are rare instances in which even that isn't entirely accurate, but molecular orbtal theory needs to be invoked to explain those situations). At main energy level 3, which Sulfur occupies, unfilled d orbitals become available, and those d orbitals serve to accommodate the additional electrons in Sulfur's bonds. In reality, Sulfur is a much larger atom than Oxygen, and the π orbital overlap between the two elements is fairly poor, giving the bonds significant single-bond character. You might therefore see resonance structures in which single bonds are drawn instead, with formal positive charges assigned to Sulfur and formal negatives assigned to Oxygen.