Cool.

How do they move around? Leg motion or what?

Not sure... best I can tell from the web site and pictures is that the spider's body is a big plastic sphere. The bottom of the sphere is in the water and there's a motor that spins the sphere - so it looks like the movement of sphere against the water pushes them around. There doesn't appear to be any means of steering them but it must be possible as the page says they use a rotating polaroid sonar for obstacle avoidance.