By definition macro photography has a shallow depth of field. It is annoying as you cannot easily increase it. With a Canon compact digital camera, CHDK, a clever little tool can be added to the memory card to give your camera extra functionality. With this new amazing array of features, you can set the camera to perform clever sequences of shots. One of which is the ability to focus to the minimum distance in macro mode and then take a shot and the another every few millimetres or so.
“OK great so how is this going to improve my depth of field?”
With the dozen or so shots you have just taken you can then use PhotoShop to “stack” them and merge them down cleverly using all the bits in focus from all the images giving you an amazing depth of field. It is truly a great tool!
If you really want to get into this then just search Wiki for it and you should be able to learn all you need to know.