Focusing with macro equipment is something that is best done manually.
On some occasions you may be able to use auto-focus to get the results you want, but mostly using it will cause you lens to hunt around as it tries to find the item you are focusing on or focus on an object you don’t want. In addition macro photography normally has a very fine depth of field, so getting the right part of the photo in focus is more critical here than in say landscape photography, where you have a wider physical margin of error.
I find that the best way of achieving the focus you want is to set to manually set you lens to the rough focus on the subject, then to move the lens backwards and forwards to get the subject into tight focus. In this way by moving slowly you can get a tight focus on the subject.
This can also be achieved on stationary subjects with a tripod and the aid of a focusing rail which enables you to move the lens back and forward (and on more advanced ones side to side). When shooting insects in the field it is often easier to shoot hand held.
Once you’ve learnt to get the subject in focus in this way, you’ll find you get more shots in the focus range and can then move on to achieving better composition/angles of your shots. Another benefit, particularly when focusing insects such as butterfly’s etc, is that by practicing like this you get to know the range of your lens, so you are able to judge your working distance. In this way you’ll not start off to close to the subject and scare them off.
The working distance will vary according to the type of lens used, eg a 60mm lens will focus more closely than a 130mm lens.