Turn your camera to manual focus while using the macro setting. If your camera is like mine, you will need to hit the up/down arrow keys to initiate the focus. You should be able to focus down to about 1" from the front of your lens. A sub-focus screen should appear and you can see the part of the fly come in and out of focus when pressing the arrow keys.
Even with sufficient overhead lighting your shutter speed will probably quite slow so you might want to use a remote (if you have one) or the shutter self-timer setting. I set my camera to aperature priority mode so I can control the depth-of-field. Be sure to take photos at all your available f-stops. You really can't see the final result of youe exposure and focus until you up-load the photos to your pc.
