Ooops, looks like something I would come up with, in my younger days,,,only kidding, I've been working really hard at stuff like this so as not to have the problem with the DOF, and also learned about the breezes in the process. It does feel good to know exactly what happened tho. Thanks for posting your Shutter, Aperture and problem. It always helps.
Richard, the thing to do in this situation would be to catch the spider, and move it to a place where the wind wasn't blowing. Empty film canisters work well for this (I'm sure you have one, even if you are shooting digital). I like what you're trying to do with this image, but it does need more DOF.
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