Anywho, spiders, as I understand them and assuming no one else has explained them, involved moving your fingers from string to string at various positions on the neck of the guitar. The specific verison I saw was to start with all fingers on low E, move fingers 1 and 3 simultaneously to A, move 2 and 4 to D, move 1 and 3 to G, and so one. Looks like a spider.
-Kirk