The correct name for the lateral appendages that help Nereis in swimming is parapodia.
These fleshy, paired appendages are found on each body segment of Nereis and other polychaete worms. They are not only used for swimming but also for crawling, anchoring the worm in its burrow, and in some species, for gas exchange. Each parapodium is biramous (two-lobed) and contains stiff bristles called setae that aid in locomotion.