there are a lot of threads like this, and the general answer is that unless you spend alot on a DSLR and long lens you will probably struggle to get good quality photos of distant subject (a few of those threads have been mine, i use a similar fujifilm bridge camera

).
Macro, however is a bit easier. For smaller insects i use a raynox DCR 250, which is a funny lens to use, and can be tricky, but i'm pleased with the results

(please click on the photos again after opening them, to see the best quality)
If you are willing to spend abit more than the £50 odd for a raynox, then the canon 500D close-up lens is a better option. it basically does the same thing, but it's abit better quality and more expensive.
You could probably make do with the zoom on the FZ 28, i have only 300mm on my fuji (whereas you have 480 odd) and i managed OK taking photos of the interesting bird life on my recent holiday in Orkney.

(please click on the photos again after opening them, to see the best quality)
None of those are particularly good quality, but i'm please with them as a photographic record.
Hope that helps