How does depth of field work?

I currently have a Raynox MSN-202 macro lens attached via 58mm bayonet mount barrel on my Canon G9. I'm trying to work out depth of field problems, because the camera auto-focuses on the wrong part of my image, and therefore making what I want very blurry.

Does anyone know how I calculate depth of field and how to make it so that the 'field' is in the proper place?

Here is a picture of what I want clear sharp focus on.

Then I add a layer of oil about 1.1 mm deep, and all of a sudden the camera is out of focus and the grid is no longer clear. Even if I set AutoFocus lock, it still refocuses the camera to make things blurry.

Any suggestions ?