Extension tubes on macro lens
The aperture is in the lens. The camera has no way to talk to the lens.
You can set the aperture by connecting the lens directly to the body, set the aperture you want, press the depth-of-field preview button and then remove the lens from the body whilst holding the d-o-f button down.
This will leave the aperture as you set it, rather than wide open. You can then put the extension tubes back on, to take your pictures.
My flickr stream: