Annelids
are segmented worms, which include Nereis (a type of marine worm), earthworms, and leeches; they are characterized by their segmented bodies.

Sea urchins
belong to the phylum Echinoidea, which are not segmented worms and therefore not considered annelids.
Why other options are incorrect:
Nereis: Nereis is a type of marine worm, classified as an annelid.
Earthworm: Earthworms are well-known examples of annelids.
Leeches: Leeches are also classified as annelids.