they go over the website to look for word to put in the searcg engine, so when you search it knows which pages on which sites have that word, and they also find out how sites are linked together, so when you have lots of links to deiiferent sites and they have some back(also called reverse links) you get more points with search engines so you end up higher up the search engine
another name for them is spiders, at teh moe on a football forum we have a few
Yahoo! Slurp Spider
Google Spider
sometimes we end up with hundreads of them