I take the nicest shots - that are still amateur though

- with macro and some zoom. That makes a very nice photo.
The one and most important thing that you will need for a good close-up is: SUNSHINE. You may want to use good indoor lighting as well and that should be fine as well but I have not yet bothered with eagerly searching for a better light source than Sun.
So, if you have proper lighting your pictures will be less blurry because:
1) the camera will find focus easier than in dark - not by much, but it surely helps
2) it will allow for shorter captioning (I can't remember the exact word in English) time so the picture will be made by your came in less time. Ahh, I found the word I think, it's shutter time: the shorter the shutter time the less time the camera has to shake in your hands and hence the pictures will be a lot sharper.
3) You won't have to use flash. Flash is bad most of the time so avoid it. You can take nice pictures with it sometimes but at first I'd say you'll do better if you turn it off.
Some cameras have two macro modes, i.e. one single macro and one 'super' macro or similar. When going extremely close - like 0.5 inch - you may want to use that.
Also, doing a search on google about your camera model could tell you what is the closest distance for your camera from which it can take a sharp macro picture.
Although your pictures are not blurry because of camera movement but because of lack of focus, you may want to use a timer on the camera. The timer is good for taking timed shots, so for example if it is set on 2 secs then after you focus and press the button to make the photo the camera will start actually taking the picture only after 2 seconds. This way you can minimize the movement of the camera in your hands as the camera always shakes/moves a bit when you press the button.
Using a different focus setting might be useful as well, there are 3 options on most cameras, they are matrix, spot and one that's pretty much all over. It depends on where does the camera take the focus from - I can't describe it better in English now.
So the have to do list in taking a sharp macro picture would be:
1) Get more light - preferably sunshine
2) Use little zoom
3) Hold the camera still and be patient with the autofocus. If it can't find the focus then try with a slightly different angle and/or distance.
Would you post the brand and model of your camera? If I knew it than I could give some better, more exact advices.
I am no expert in photographing but the hints I mentioned above work for me well.
p.s: here is a picture that I took of my ex-cue, a Capone. The neutral colored veneer in the middle is less than 0.5 millimeters wide.
http://i246.photobucket.com/albums/gg118/poohkiller-adidas/burton22-043.jpg