A file which has your questions in a webpage format. One way to do this is through HTML.
An overview of HTML can be found here, and an example of a questionnaire can be found here. You can see the code of this page by selecting "view" "source" (in Internet Explorer; in Netscape, I believe it's "source code").
To make these, you need an account to which you can post webpages, and a program such as Notepad (avoid Word, since it will try to auto-format you work, and generally adds in unnecessary code).

Some means of getting the responses from people's computers to you. One way to do this is through a php script. This will take people's responses and write them to a tab-delimited file, which can then be read into SPSS.

An overview of this type of php script can be found here and an example of it can be found here (Note: this file -- and any php processing file -- should be named with a .php extention)
In order to run these scripts, you need to be sure that the server the webpage is on can run php scripts.
For some reason, different versions of php deal with names of variables differently. Past versions have simply referred to them as $variablename, while later versions refer to them as $_POST['variablename'].

Some other things you might want to do:

Assign people to conditions
Overview instructions can be found here
An example of random assignment can be found here
An example of response-based assignment can be found here

Check for unanswered items

Overview instructions can be found here
An example of a script that prompts once for each question, but lets unanswered questions go after that, can be found here

Stretch questionnaire across multiple pages

Overview instructions can be found here
An example can be found here
The source code for the second page can be found here
The source code for the third page can be found here
The source code for processing all pages can be found here