As others have said it's your aperture that's causing the very narrow depth of field and it's compounded in macro mode. Try practising at home with some inanimate object (coin, stamp, toy car, etc.) on you desk (or other suitable location). Set up your camera on a tripod so it can't move and then shoot a series of shots using different apertures and note the differences.
If you really get into macro photography then you can buy a focus rail (I have this one
http://www.adorama.com/mcfrss.html?amp; ) and use a process known as 'image stacking' where you combine a series of images together to increase the depth of field. Macro photography can be a fascinating subject but like all things it takes time (and practice) to learn the processes involved.
Here are a few examples of mine from when I was testing my new Sigma 105mm macro lens in a light tent (also new) so I was having to learn a new lens and how to shoot/light with a tent (Note: I did not use image stacking on these shots).
Hope that helps.