It is very difficult to have the insects stay still for your photo. A helpful tip is to place your subject in a plastic container and place them in the fridge for a few minutes. It will slow them down enough for you to pose them for your photo. It will also slow flying insects down enough for you to get ready for them to take off to add a little action to your photo. Some insects like scorpions and grasshoppers take a little more time in the fridge to slow down.
A Plain flat white paper plate. Yes, a paper plate. If you're out and about looking to take photos of insects, flowers, or even some small reptiles a white paper plate helps for an isolated white background. You can also use it to redirect some light on your subject. For the paper plate make sure it has a matte finish to prevent unwanted glare. In this photo I used the paper plate as a background and light reflector to shoot this Assassin fly with its meal..