When you get close up, the range of a subject that it's possible to get in clear focus becomes very small. This is generally known as Depth of Field - for macros its always pretty shallow. You can do some things to increase it (like use a small aperture), but that won't help too much. The image on the left was taken at F6.3. but even using F22, I doubt that very much more would have come out sharp in the picture.

The closest and farthest points I wanted to capture here were almost a centimeter apart - really hard to manage when you're this close.

However there is software that will let you combine a number of images taken at slightly different focus points. The image on the right was merged from 5 separate files, each focused a couple of milimeters from the previous one.

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