Okay...because I am not strong with all the functions.... I do not have a seperate lens to my camera (Canon Powershot S2 IS) but it has a function called "Super Macro" and I set it to that and almost put the camera on top of the subject. For insects I get as close as I can without them fluttering off. The picture that I have of "beads" in my gallery...some of the beads were actually touching my lens...it worked out pretty well.
Butterflys, moths, and bees are the best insects...
...and insects are the best! ^_^