Hi Neil,
I have to confess that I haven't really had much of a play with focus stacking; part of my problem though, is that most of my subjects never stand still long enough!
Getting a reasonable depth of field while working in macro mode is never easy; the closer you get to the subject the narrower the depth of field gets. One thing worth remembering though, is that the closer you do get to the subject, the more creative you can get with using flash.
Every time you half the distance between the subject and the flash you actually increase by a factor of four times the amount of light getting to the subject. This multiple increase in light means you can close down the aperture two stops (i.e. from f/4 to f/8). Do that a couple of times and you can be working at f/16!
Now, the closer you get with the flash, the more creative you can get with it too.
My advice is not to use the camera’s built-in flash, but a hotshoe-mounted flash that you also have the option of connecting to the camera via a TTL sync-cord. With the flash off to the side, and possibly even through a small softbox designed for small flash units, you can get some good macro effects. And if the frog decides to leave while you're making an image, you have more chance of capturing an action shot!
Cheers for now, Anthony