First select out the portion of the umbrella to use in the spider as shown below.
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Create a copy and flip to place above the first in order to begin with the shaping of the sphere.
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At this point starting with a circle behind the pieces for reference, choose one of the pieces and begin warping carefully to pull to meet half way. Repeat the steps for other half. Continue until you have a full sphere. Blend join and adjust to remove reflections.
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For the legs, select out one of the hands and warp to create the spacing you want. I then selected out and used spherize to give the shape. Make a copy for the other set of legs and flip.
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At this time, select out the little wire type wheels out of the picture and warp them to a shape similar to a teardrop. These will be the fly's wings. Make 3 more copies.
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For the grid background you will create this with the vanishing point filter. Add a new layer then select vanishing point,Create a grid the way you want but before clicking ok, make sure render grid to photoshop is marked. Once back on your new layer, you will have a grid like the one you created. I used the warp transform to give it some extra shape and added a bevel and slight drop shadow. This will be placed above a white Layer and a layer with a transparent gradient.
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Now is the time for assembling and adding a bit of dimension. First the fly takes two copies of the sphere. One will be warped to reshape for the body and the other will be scaled down and rotated on it's axis to create the head. The color is changed by adding a hue and saturation adjustment layer. Once the wings are positioned, add some shadows, glows and bevels to give some dimension.
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The spider takes two copies of the sphere, one large and one small and turned on it's axis as well for the head. Position the legs on the spider and add a bevel on them and slight shadow. Add shadows, glows and bevels to the body and head as well to give it a more rounded appearance.