How do these guys move around? how do they know where they are going?
Do they rely purely on instinct? what kind of instinct is that? Does anybody know anything about these fascinating brainless animals?

My mother has a master in behavioral biology and she says "ask them"! :D

Nebuchadnezzaar,

Here are a couple of links. I hope
they help answer your questions. :)

Worms (http://www.naturegrid.org.uk/biodiversity/invert/earthworms.html)

Jellyfish (http://www.aqua.org/animals/species/jellies.html)