Body facts

All arthropods possess a stiff exoskeleton (external skeleton) composed primarily of chitin . In some species, lipids, proteins, and calcium carbonate may also contribute to the exoskeleton.
from: http://www.encyclopedia.com/topic/Arthropoda.aspx

all arthropods have segmented bodies, more than two legs, and are cold-blooded.

Arthropods also have a hemocoel, an open body cavity in which blood flows and bathes the tissues and organs. The dorsal tubular heart is perforated by pores (ostia); arthropods generally lack blood vessels.
from: http://www.ucmp.berkeley.edu/arthropoda/arthropodamm.html

They have jointed appendages. That's what the name arthropod means. jointed leg. Inside those joints and exoskeletons are muscles that help the organisms move. 
From:http://www.biology4kids.com/files/invert_arthropod.html