So, my question is how birds, insects, worms, frogs and fish do it?

An Evolutionary Look at Sperm Holds Secrets of Mobility, Fertility:

The fusion of sperm and egg succeeds in mammals because the sperm cells hyperactivate as they swim into the increasingly alkaline female reproductive tract. One fast-moving sperm drives on through the egg's fertilization barrier.

Mammals have sperm with a tail that reacts when calcium ions enter a microscopic channel in the tail and make the sperm go into overdrive. In fact, four genes are needed to produce the so-called CatSper ion channel in the sperm tail that hypermotivates the sperm. The CatSper genes may someday be targeted in a male contraceptive: no calcium-ion channel gene = no sperm hyperactivity = no fertilization (infertility correlation to the gene blockage has been proven in mice).

The interesting thing is that mammals, reptiles, sea urchins, and even some primitive lower invertebrates, animals without backbones, have all of these four genes, while birds, insects, worms, frogs, and most fish species, do not, says co-author Xingjiang Cai, M.D., Ph.D., of the Duke Department of Cell Biology and the Duke Department of Medicine, in the Division of Cardiology.

The research is reported in: Cai X, Clapham DE (2008) Evolutionary Genomics Reveals Lineage-Specific Gene Loss and Rapid Evolution of a Sperm-Specific Ion Channel Complex: CatSpers and CatSperβ. PLoS ONE 3(10): e3569. doi:10.1371/journal.pone.0003569

Abstract: The mammalian CatSper ion channel family consists of four sperm-specific voltage-gated Ca2+ channels that are crucial for sperm hyperactivation and male fertility. All four CatSper subunits are believed to assemble into a heteromultimeric channel complex, together with an auxiliary subunit, CatSperβ. Here, we report a comprehensive comparative genomics study and evolutionary analysis of CatSpers and CatSperβ, with important correlation to physiological significance of molecular evolution of the CatSper channel complex. The development of the CatSper channel complex with four CatSpers and CatSperβ originated as early as primitive metazoans such as the Cnidarian Nematostella vectensis. Comparative genomics revealed extensive lineage-specific gene loss of all four CatSpers and CatSperβ through metazoan evolution, especially in vertebrates. The CatSper channel complex underwent rapid evolution and functional divergence, while distinct evolutionary constraints appear to have acted on different domains and specific sites of the four CatSper genes. These results reveal unique evolutionary characteristics of sperm-specific Ca2+ channels and their adaptation to sperm biology through metazoan evolution.