This can sometimes be counter-intuitive. If you want MORE of the object in focus (higher depth of field), you need to stop "down", or close the aperture which means a HIGHER f stop. This will of course require a LONGER shutter speed, probably something like 1/15th of a second if you go with something like f/9 or f/11. If you take your ISO down to 200, you are now looking at a shutter speed of around 1/4 of a second. All of this is fine if you are on a good tripod with no wind.
You are quickly bumping of against the limitations of macro photography, available light shooting and hand-holding!
Might I suggest a great book for new photographers? Bryan Peterson has a book called "Understanding Exposure", which is a great primer for learning the ins and outs of photography. You can get it on
Amazon.com, or probably any Borders. I bought it 2 years ago right after I got my D50, and I still refer to it when I am in the doldrums.
Personally I think you picked the right exposure for that subject; any more depth of field and the leaves behind the rose will start to become distracting, taking away from the rose itself. Very nice shot BTW...