I think this is a particularly difficult scene. The bee has areas of fur which are intrinsically dark, and it has an eye which is highly reflective. And bright sunlight is a harsh light. So this is a high contrast scene lit with harsh light in which it is probably inevitable that, for a single shot using natural light, you will either blow out the highlights or block the shadows, or as in this case quite possibly, both. (I'm not sure about the shadows. They are not as black as they look - they can be lifted somewhat.)
Another issue appears to be subject movement. It looks to me as though the rear end of the body was rotating, I suspect counter-clockwise. The front near side leg was also moving. It must have been moving moderately fast because it shows up even though you were using 1/200 sec. The movement gives what might be taken as an out of focus appearance, but looking at the fine detail in Fast Raw Viewer (I know, it isn't a raw image, but it shows fine detail for JPEGs as well) it looks as though the focus is well-placed, and there is plenty of fine detail.
NOT MY IMAGE - Compuwight - bumble bee fine detail by
gardenersassistant, on Flickr
One option would be to soften the light using flash. It may seem counter-intuitive that adding more light to the scene will soften the light, but it does work. If the flash light is the dominant illumination (which on a bright day it might not be) the effective shutter speed will be the length of the flash pulse, which will generally be shorter than 1/200 sec, and much faster at lower flash levels. (For example mine typically runs at 1/1600 sec or so for the level I tend to use it at.) This will help to "freeze" any motion. If you use flash setting up some diffusion for it will be important.
Another thing you could try, if using natural light, is exposure bracketing, and then merging the images on your PC. This way you can get highlights and shadows to show up, although the overall look of the image may be a little flat. There is HDR software that can help with that. Depending on the capabilities of your camera and flash, you might be able to use exposure bracketing using flash. In this case though, with the movement, exposure bracketing would not have worked, with or without flash.
