If it's a zoom lens, it's either all the way in, then past the stop and in some more, or you need an adaptor to reverse the lens for extreme macro. Not sure about Olympus, but that's the way it works on Minolta.
One of my digis takes extreme closeups with autofocus. You hold the shutter button half way, it focuses itself, and when it beeps you shoot. The other one won't focus closer that about a foot. Neither of the digitals have interchangable lenses.
Other than that, I'd suggest you google the camera model # and see if you can get any better info on that specific camera.
Good idea never thought of google. I think its just this camera modle. I know people that also have them and they arnt so great. I just heard there was a way to make it better but maby it just dosnt have it.