What you're suffering from is a lack of depth-of-field. To increase the depth of field, you need to either stand further away (but you then lose detail when you crop the picture) or you can close the aperture down. Don't ask me why this works
Now for the tricky part. If you close the aperture down, you have less light entering the camera. In order to get enough light in, you have, fundamentally, 2 choices:
1. Use a slower shutter speed (not always a good idea with butterflies). If you go too low, however, you'll need a tripod. And photographing butterflies with a tripod is difficult in the extreme in my opinion, since they're too mobile most of the time.
2. Use flash. This will compensate for the lack of natural light. However, the images sometimes look slightly unnatural.
There are other things you can try, such as increasing the ISO setting, and under-exposing the photo (and ou can then raise the levels in software, assuming you're shooting digitally).
At the end of the day, it's a delicate balancing act that requires much experimentation.
Some additional thoughts at:
http://www.ukbutterflies.co.uk/photography_article1.php
Cheers,
- Pete
