Thank you for the supportive words, Bety, Tim and JML!!!
So it looks as if this image is useful after all.

I have seen that strange balloon in a movie, never in reality.
I still have the insect so I should be able to figrue out more by looking at the wing veins. It looks a bit like a Calliphorid. I have some more flies I have difficulty to identify so perhaps I will post some more to see some of you can perhaps help me.
Yes, unfortunately I had to immobilise the insect in order to make the 80 or so images for this stack. I used helicon Focus. I don't know any other application for the Mac.
As with photomicrography I always try to portray the organisms as life like as possible so I want to avoid unrealistic portraits. And whith a dead insect (it's sad that this technique requiers it) it is not easy to get them in the right shape. the trick is to make good close ups of the head and not too much of the legs, which give it away as a corpse.
By the way, about the killing of insects. It is always less killing than what a car's wind shield manages daily.
Rik also asked me for a bit more technical information. Hey, that is a companies secret so
I could also put a bit of this in the technical forum but for now this is what I use:
I use an old Leitz Photar 25 mm loupe objective on bellows, a D200 camera. Two flashes (might seem inconvenient but it elliminates motion blur and works fast, I have a cold light spurce but the lamp burned and I am too lazy to buy a new one) As a diffusor a white plastic soup cup! Tasty!

The soup cup is a bit wider and gives you a bit more space around the insect. I like the ping pong ball solution of Charlie but I think that is more suitable for the micro lens stacks.
I have tried to use a microscope lens in the past but that was before digital photoghraphy and I made a little cardboard aperture and got quite o.k. shots with this. I should try it again without an aperture to see if it is gives better stacking results.
I took some time to go through the technical forum on this subject and saw some interesting tricks. Like making a cardboard lens shade! I will try that!
Also nice to see the Photar lens I use in the list of Tom and the best magnifications done with that lens. Thanks!!!!
I should put a bit more time into this. I often use 'sticky tape technology' That's also what I mean when I say that I am not very technical. My set ups are often a bit inconveniently build. Like, when I make photomicrographs (don't laugh!) I stand on a chair. I have everything parfocal but in order to make the right composition I prefer to look through the view finder. There is still a lot of things to improve. But making an image technically correct has a lot to do with the right way of illumincating, the right exposure and most importantly the exact framing: the composition.
Gee, I have been quiet for too long.

I guess I am overdoing it now.
Wim