That's interesting. Is that some sort of 'bot'? How do they work?
Yep, they're bots. Essentially they're a program that fetches pages, indexes them somehow, then looks through them for links to other pages, which it then fetches as well based on it's internal rules.
They're called spiders because they 'crawl' through the world-wide 'web'.
It works a lot like a web mirroring program. I have one, I could punch the homepage of this site into it, and I'd end up with a fairly useable offline copy to browse.