OK here goes........
First make the HEADStyrofoam Ball covered in stretchy crushed velvet. Just stretch the material over the ball and tie with strong string. Don't worry about the eyes, we'll do that later.
Then make the BODYGet some satin and your trusty sewing machine. Sew a cone about 3-4 times longer than the head, (eg. the head measures 5cm across make the body about 20cm long) whateva looks right. Don't forget to leave a few cm at the end to tie the cone up.
I don't know what the rest of the world uses to put their shopping in but here in aus we use plastic bags, that generally tend to break while i'm trying to carry them full of stuff in 1 hand and a wriggling child in the other, but anyway. Stuff your bugz body with plastic shopping bags or garbage bags, pref. white, cause sometimes you can see the darker ones trough the material.
So, sew, stuff and tie, you should end up with something that looks like a huge carrot.
Now glue the head to the body. Tied bit to tied bit of course.
Now for the WINGS.Go get some wire, I use 1.25mm Galvanized tie wire, any thicker and you can't get the beads on. Find something round, a tuppaware container works good. Leaving the wire on its coil, don't cut it yet, Wrap the wire around the container and twist to make a loop. Still don't cut the wire yet, you gotta make another loop. So you should end up with two loops joined together with about 2-3in of wire between the loops, should look like a big pair of spectacles.
Bend the wire to the shape you want for your wings.
Get some sheer material, some glue that dries clear, some metalic thread. Cut the material into rectangles and glue to wire (makes it so much easier to sew the material onto the wire) When the glue has dried trim the material so that you have about an 1-1 1/2in overhang from the wire. Now you just gotta roll the edges of the material into the wire and sew. (This is a perfected art and may take some practice.)
The fun thing about the wings is that you hav to do all that stuff i already told you again!

You need 2 sets of wings.
OK have I confused you yet? Hope not.
Putting the bug together.Bend the wings so they form a V and glue to the join between the head and body. Sit the join of the head and body in the V part of the wings. You now have a carrot with a head and wings.
Cut 3 lengths of wire for the legs, fold the wire lengths in half(6legs). Stick the wire over the join between the head and body and twist to secure, do this with all 3 lengths. This will help hold the wings if your glue is not so strong.
Then get some fluffy boa stuff and wrap it around the join part to hide the wire and mess. Glue onto the body.
Put some nice beads on the legs and a pulled apart fake flower for the feet and bend them into shape.
The eyes are those wonderful flatbacked glass marbles glued to the head with wire spirals glued over the top.
The Stinger, mouthy bit whateva you wanna call it is a star sequin and some beads on a bit of wire jammed into the ball.
Sew a string to the body in the fluffy stuff somewhere to hang the bug up.
Thats pretty much it. I hope it doesn't sound too complicated. The longest part to make is the wings. I really suggest glueing the material to the wire before you sew it, saves a loooooooooooot of swearing!
Pheeeeeeeeeewwwwww I hope that makes sense!