moving subjects in macro

I get remarkably clear and detailed shots doing macro on the G10. It's wonderful for slow-moving bugs (snails etc.). But when I tried to follow a bee on a flower...and it was not a particularly fast-moving bee...it seemed impossible to get focused shots. By the time the camera focused, the bee had already moved away. It was a cloudy day ...but should that affect the focusing speed? These shots were easily managed on a small 8mp compact. I use a SD2 memory card. Would it make a difference to use a high capacity card ? Raising the ISO did not seem to help.
Any suggestions?

Thank you.
Today was sunny and I had more luck. I tried to anticipate a bug's movement and realize that that will take a lot of practice. I will work on bumping up the shutter speed as well. The G10 is absolutely awesome. I never imagined that a point and shoot could make such amazing macro shots...(tiny red spider mites carrying off bits of green food. These bugs are smaller than the head of a pin.) Awesome.

When I get totally richer and can afford any toy I want, I was thinking about the H20 Sony cybershot because it will automatically move into focus and, if I'm correct, also automatically slide into macro mode. I will have to see examples of photos from that camera to see if they are good quality. Seems like those features would make fast-flitting bee photography easier.

Thanks for answering so many of my questions!