If you own a Canon camera, then to really do macro photography like that you probably want the MP-E 65mm f/2.8 1-5x Zoom Macro lens. Unlike most macro lenses which max out at a 1:1 reproduction ratio, which is usually not quite enough to get close-up shots of bug parts, the MP-E 65mm macro is a zoom macro. It supports a magnification ratio between as low as 1:1 and as high as 5:1, or 5x magnification. With the MP-E, which BTW is a lens entirely unique to Canon, you’ll be able to get those amazing super-close macro shots of insect eyes, “hair”, etc.
Alternatively, you want to get at least a “true macro” lens. The lens you have now is not a macro, which means you cannot even get a 1:1 magnification. Your lens is limited to less (probably much less) than 1:1 ratio, which greatly reduces the amount of detail you can get onto the sensor. Canon offers several macro lenses, including the EF 100mm f/2.8 Macro USM, the EF 100mm f/2.8 L IS Macro USM, and the EF 180mm f/3.5 L Macro, all of which support a true 1:1 magnification.