Looks like you are getting a good start.
When shooting close up (macro), your DOF will be very thin. Like Jon said, the use of a tripod will allow you to get more of the object into focus.
DOF is controlled mainly by the aperture (F-Stop) that you use. The smaller the aperture (higher F number)...the bigger the DOF. The bigger the aperture (low F number) the more shallow the DOF will be.
Now, you can put the camera into aperture priority and crank the aperture down to F22, to get a nice deep DOF...but to compensate for that...the shutter has to stay open much longer than it would for an aperture of F4 (for example). The problem with longer shutter speeds, it that you will get blurry photos because of camera shake (or subject movement). Camera shake is the small (or sometimes big) movements when you are holding the camera in your hands.
To eliminate camera shake, you can support the camera on something steady (like a tripod). You should also trigger the camera without touching it...either with a remote or with the self timer.
Now on the other end, you might want a shallow DOF...which you did nicely with the first shot. Just open up the aperture. Subject distance and distance to background/foreground will also determine how the out of focus areas look.