A photon in a laser-bLast (for example) may not have any mass but it still has momentum. Beacuse of conservation of momentum you'll get recoil.
EDIT: For example, consider how a comet's tail always faces away from the sun because of the solar wind (i.e. light) pushing the recently-melted ice particles directly away from the sun.
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[ December 08, 2002, 01:31: Message edited by: Wanderer ]