Arturo,
Very mysterious and eerie looking image. The darkfield illumination give it a very ghostly appearance. Nice!
I believe it is a molt rather than the remains of a dead one. Mitch is right, they do molt (but they are crustaceans rather than bugs).
If ostracods are of interest, here is a "free" PDF of a book that will give you more information than you thought existed on these creatures. Worth downloading if you watch these with the microscope:
http://ia700400.us.archive.org/2/items/ ... 21kesl.pdf
Particularly interesting is how the shell is formed. It is discussed in a few places. Page 71 is interesting in this regard.
The last picture I posted
here shows a similar view of a live specimen (but a litttle too close to get the nice "wing" effect you had captured here).