Sorry, I have no interest in shooting insects. With 10cm away from the insect, might be difficult. (Guess the 50-200mm with EX-25 will be better choice)
Do you mean like a close up on flowers?
For E-series lenses, you'll need to first freeze the aperture you want by pressing the 'preview DOF' button and then while holding it, disengage and take out the lens. Otherwise the lens' aperture is controlled electronically by the camera at the point of shutter release and there is no exterior dial to manually control the aperture.