Sorry, I overlooked this one... By "no rest mass," do you mean that they have no mass when "still"? If objects with zero rest mass must travel at light speed (and are therefore never "resting"), how do we know that they have no mass while at rest? Please tell me to shut up if I'm annoying you with these simplistic questions :-)
The "rest mass" of a particle by definition is its mass as measured in its own frame of reference. For a photon, m = hf/c2, where h is Planck's constant and f is its frequency.
What's the frequency of a photon in its own frame of reference? In other words, how many wave peaks are passing you per second if you were travelling along side the photon? Zero, right? Therefore, the rest mass of the photon is also zero, theoretically.
Okay, someone who knows more physics than I do swat me down like a fly! :-)
BTW, here's a fun site that touches on lots of questions like that (e.g., see #126). My favorite is question #53: How much energy would be released if a marshmallow hit the Earth travelling 99.99% the speed of light (Answer: As much energy as in a "few dozen good-sized hydrogen bombs.").