Self-arresting is used to stop a mountaineer who has fallen and is sliding down a slope.
Ice axes are generally used for self-arrest, but what should a climber do to self arrest if he has lost his ice axe?
Your best bet is to try and position yourself face down, with your feet at the bottom, and then arc your body to put as much pressure on the hands, feet and knees as you can. As pointed out below though if you have crampons then don't ever dig those into the surface at all - you'll only injure yourself! If that's the case, just use your hands and knees.
It's worth noting however that this is much less effective than a proper arresting manoeuvre with an axe - use it only as a last resort, it has no guarantee of stopping you in time. It's far better to take precautions to make sure you won't lose your axe in the first place!