I photographed these spiders in the act of mating. As you can see in close-up picture, their jaws are locked, and the male (left) has his pedipalps (read below), poking all around her body. Here is how Wikipedia breaks down the process:
Sperm transmission from male to female occurs indirectly. When a male is ready to mate, he spins a web pad upon which he discharges his seminal fluid. He then dips his pedipalps (also known as palpi), the small, leg-like appendages on the front of his cephalothorax, into the seminal fluid, picking it up by capillary attraction. Mature male spiders have swollen bulbs on the end of their palps for this purpose, and this is a useful way to identify the sex of a spider in the field. With his palps thus charged he goes off in search of a female. Copulation occurs when the male inserts one or both palps into the female's genital opening, known as the epigyne. He transfers his seminal fluid into the female by expanding the sinuses in his palp. Once the sperm is inside her, she stores it in a chamber and only uses it during the egg-laying process, when the eggs come into contact with the male sperm for the first time and are fertilized; this may be why the vivipary has never evolved in spiders.Shortly after I took this photograph they separated. The male was lucky to get out alive.