For Macro photography, focus depth is always an issue. At closer distances, your depth of field quickly becomes VERY shallow. Also, your autofocus system will probably struggle.
- Use manual focus for Macro - generally, I focus as closely as I can and then move the camera backwards and forwards until the section I want is sharp.
- Close your aperture down as far as you can while maintaining a reasonable shutter speed.
- If you can't get a decent shutter speed hand-held, you either need to add flash (ring flash is really good for macro) or put your camera on a tripod.
With all of the above, you will probably still have to make compromises with focus; you won't be able to get much of your image in focus so will need to make a decision on which parts should be sharp. If you really have to get every part of a macro image sharply in focus, you can use a technique called focus stacking - you take several images of the same subject without moving the camera, but switching the focus slightly - you can then combine these images in processing using suitable software to create an image that is sharp all the way front to back. Obviously that's not realistic with moving subjects.