Take a piece of styrofoam or a styrofoam ball and wrap it with a piece of fabric. (note: The body should be larger than the head. Do not make them the same size).
Use hot glue to completely cover the Styrofoam.
Make the head
Wrap a Styrofoam ball with fabric.
Use hot glue to completely cover the Styrofoam.
Add the legs
Cut equal length pieces of wire.
Bend the wire about 1/4" from one end or each "leg".
Use hot glue to attach the legs to the bottom side of the bug body.
Readjust the leg bends to make the bug stand on its own.