I don't know. I can't remember the name of the article, but I read one recently that discussed this a bit. The example it used was a person catching an unexpectedly thrown object. Obviously the brain is involved, but whether or not the conscious mind was involved with catching the object, was harder to unravel.

I think that thoughts can cause actions, but I don't think that they always do. There are many times where I've done something or vocalized something and immediately wondered, "why did I do/say that?" If I recall, the article I read had something to say about learned behaviors, skills like catching things that might become "second nature" to a given person.

I dunno. Earlier today I read this article about the relationship between facial expressions and emotions, which seems to me to be related to this thought experiment, but I'm no brainiologist. I'd love to know more about how the conscious/unconscious influence physical actions though. Sometimes I think I'm at my happiest at my most physical and least mental. Sometimes.