Bonding - There are several types of bonding between the water molecules. The strongest, and hence the most important, are known as hydrogen bonds. These are forces of attraction that cause the hydrogen atoms in the water molecules to be pulled towards the oxygen atoms of adjacent water molecules.
Conduction - As the molecules are moving around, they keep bumping into each other. When they collide and then rebound, any difference in their speeds is evened out. So, if you put some hot molecules in contact with some cold ones the hot ones will slow down and the cold ones will speed up.
The Second Law of Thermodynamics - Heat flows naturally from a hot body to a cooler one, never in the opposite direction. Indeed, if the opposite were possible the rough scientists' problems would be over and they would be able to freeze water simply by allowing heat to flow out of it into the warm atmosphere.