I agree with alohadave - experiment with getting close to your object, moving back a little and then zooming in a touch. I also find using Aperture Priority (A) and a close-up filter to really help things along. One of the great side-effects of using macro filters (+1, +2, +4, +10) is that they decrease the fstop number and give that bokeh look. Another tip is that I often focus on the area in front of the area I want to create a shallow depth of field. It can be difficult but it is possible to get bokeh, especially when you use area focus

Page 64 of the Manual

Using Area Focus Mode to create DOF with FujiFinepix s5600 camera. In this image CENTER AF is set. The camera will focus on what is in the center of the screen. You can adjust this by moving the camera to focus on what you want to be the focus and then half-pressing the button to lock the focus and then moving the camera to frame your subject properly then press the button all the way down. An easier way to do this is with the AF - Area Focus (next image) If you are wanting to add bokkeh or depth of field to a photo it often helps to focus on something close to the camera and slightly zoom in or focus on something in the background, leaving the foreground slightly out of focus. --

FujiFinepix s5600 Tutorial - Using Area Focus Mode with FujiFinepix s5600 cameraAF - AREA, originally uploaded by vanessapr. If you are taking a series of photographs where you want the camera AF to be off-center then consider using the AF-AREA funciton of the FujiFinepix s5600/s5200 camera. You can now move the little crosshair to focus on the focal point (in this photo the bud of a cactus) but in other photos I place the AF - AREA to the sky or a darker part of the photo to reduce blown out skies or overblown highlights. This was one of my first macros and definitely one of my favourites. I was still experimenting with settings

f 4.5 1/210s ISO 64 Focal length 6.3mm Taken with a Fuji Finepix S5600 5MP camera.

althought I would have preferred the butterfly itself to be more in focus it gave me motivation to keep trying.

I have found that if you have an object in front of a background where there is distant between background and object the chances of bokkeh increase. Perhaps pluck a flower and hold it so that it can be placed where the background is nicely blurred or look for photo opportunities that present themselves (eg. green grass behind a flower). The FujiFinepix doesn't have a reflex lens like SLR's but through AF, slight zoom, close up filters and even a little photoshop we can get awfully close to bokeh. In this photo I created a fake bokkeh in photoshop by creating a duplicate layer, blurring the copy (Gaussian blur 4.5) and then erasing the part I wanted to be in focus.

More tutorials at www.vanessapikerussell.com