If they are dark coloured they probably are fleas. They don't tend to jump around on the cat itself (only when going from one animal/place to another) - they prefer to run around under the fur as you describe, where they are more difficult to catch!
Look for tiny black grains of "flea dirt" at the base of the hairs to confirm the presence of fleas. If you do find some dirt, put it on a damp tissue - it should leave a red residue (blood - parasite proof!).
They can be harmful to both of you if they get out of control, so get some Frontline treatment from the vet (I use the spot-on one - easy - you just squeeze the liquid onto the back of the cat's neck and you're sorted for weeks!).
You should then have a proud and happy siamese :-)