This was taken with a Canon DSLR and a Sigma 50mm f2.8 macro lens at f2.8. ISO 400 1/1000th of a second. This lens has a built in extension tube which was used here.
Thanks everyone! I was really going for very shallow DOF just to see if I could pull it off, kind of a personal challenge thing. Here is another one. It is very hard to focus when your DOF is only a few MM and you have a moving bee.