They live in the soil until it rains, then they come out. The are attracted to light, turn off any external lights and they'll stop marching towards your house. The recommended solution by the CSIRO is to put a bucket of water in the ground with a weatherproof light above it and let them march into the water
They are called Portuguese Millipede, and are no where near as tasty as Nandos.
http://www.csiro.au/resources/Black-...illipedes.html
I used to end up with ~150-200 sitting on my kitchen roof
There used to be a CSIRO page on killing them but it looks like its been removed. Snailbait around the house plus some surface sprays will kill them