Moira,
When you get into the macro range (close-up), your depth of field with a telephoto lens becomes extremely shallow. It's a function of the focal length, distance to subject and the aperture, but when you're filling the frame with something the size of a dragonfly, you will probably only have a few millimetres depth of field when your lens is wide open.
Stopping down a bit will help, but you'll have best success if you can position yourself so that the body (or whichever parts you want to keep in focus) are parallel to the plane of your sensor.
It looks like Attila's photo was taken at about F11, but that's still not enough to get the wingtips in focus. At that angle, it's probably not possible at any aperture. The only way you're ever likely to get the whole dragonfly in focus is a top view like this:
But it would get a bit boring if that's the only view you ever took.
BB
