How does an amoeba feel?

[Ted Bear]

Can anyone help me, a layman, with this one?  Higher animals have a 
nervous system that enables them to feel.  It is made up of thousands
of cells.  But an amoeba, which is only a single-cell animal, can be 
trained to avoid light, flee the point of a pin, etc. showing that it
has something analogous to memory and can feel pain.  Yet the cell has
no"nervous system" inside it.  Can you explain how this is possible?
Thanks.