Whilst I don't have this particular lens, I've specialised in macro photography for a long time and understand the technical aspects. Please see my Flickr Photostream.
http://www.flickr.com/photos/9578475@N02/ .
With close-up lenses, the strength is measured in diopters (also spelt as dioptre), the higher the diopter number, the close it brings something into focus. The magnification depends on the focal length of the lens, and its native close-focusing ability.
Here are some diopter figures.
1) Raynox DCR-150 = +4.8 diopters
2) Raynox DCR-250 = +8 diopters
3) Canon 250D = +4 diopters
4) Canon 500D = +2 diopters
5) Nikon 6T = +2.9 diopters
If you add one of these close-up lenses to any lens, with the lens focused at infinity, the distance they will bring the lens into focus at (approx. from the end of the lens - what is called working distance) is the reciprocal of the diopter number in metres. So for instance for a 2 diopter close-up lens it is 1/2 = 0.5m. For a 4 diopter lens it is 1/4 = 0.25m, and so on. If you use the lens' focus ring, and focus closer, the distance will get closer. How much closer depends on the particular lens and its native close-focusing ability. With a macro lens, which already has a good close focusing ability, you will get much closer. Whereas with a normal lens, the effect will not be so great. The distances with the lens focus ring at infinity are the same for any focal length lens a given diopter power is attached to. So the longer the focal length, the greater the magnification i.e. frame filling power. In other words a +4 diopter power close-up lens attached to a 200mm lens, will have much more magnification than if it is attached to a 45mm lens, which will in turn provide more magnification than if it is attached to a 20mm lens.
In other words, the shorter the focal length of the main lens, the more powerful the close-up lens has to be to get a decent amount of magnification
An additional problem with close-up lenses is that the shorter the focal length, the greater the chance of vignetting. If you attach a close-up lens to a main zoom lens with a wide-angle end, and you zoom, the vignetting will get much worse as you zoom out.
Whilst the Raynoxs are quite small diameter lenses, they work well on longer focal length lenses without vignetting. So with the Ranox DCR-250 on my Sigma 150mm macro lens, which has a 72mm filter thread (I have to use a stepping ring), there is no vignetting. Whereas on a 14-45mm lens, it is a bit marginal and depending on the particular lens, it might just work at the 45mm end, but you will certainly get vignetting zooming out. But with some standard zooms you will get vignetting with the DCR-250 even at the long end. Yet the lens would be fine on something like the 45-200mm.
If you use a close-up lens with a wider filter thread like a Canon 250D, you will not get vignetting. The problem is that +4 diopters on a 45mm lens doesn't give you that much extra magnification, although it would on something like a 200mm lens. Hoya do make a +10 diopter close-up lens available in wider filter threads (I think they go up to 58mm - they are available in different filter threads). They used to be a similar price to Raynox DCR-250s, but I haven't checked the price lately. It is a good lens, but in my experience not quite as good as the DCR-250. Nevertheless, the +10 may be a good choice for a shortish lens like a 45mm. There are some other makes of +10 diopter achromat multi-element lens, but I can't speak for their performance as I've never tried them. Just Google Hoya +10 close-up lens, or +10 close-up lens, and you will find plenty.
With close-up lenses, make sure they are multi-element achromats. The single element close-up lenses, even from expensive brands, do not perform as well, and tend to be soft at the edges.
btw. On your standard 14-45mm zoom, the close-focus of 0.30m/30cm is the distance from the image sensor to the subject, and not from the end of the lens to the subect.
Ask any other questions, if anything is not clear. I like your caterpillar shot, and it looks like a Cinnabar Moth Caterpillar if you are interested - normally you find them on Ragwort.
I've given a long explanation, so in future this can be linked to rather than having to explain it all again.