The Macro Mode on the D3000 or any DSLR is one of the Vari-Program (Pictogram) exposure modes. It will configure the camera settings to the most commonly used settings for Macro photography. The Vari-Program modes are there to provide the novice with the ability to capture a great image without thought letting the camera do all of the work. Vari-Program and Auto mode can be discribed as (Dummy Mode) for lack of a more politicly correct term.
In Aperture (A) priority mode you are taking control of the aperture and allowing the camera to control the shutter speed to provide a properly exposed image. Are you using Manual ISO or Auto ISO?
Macro photography is usually done using a macro (Micro in Nikon speek) lens, Extension Tubes, Bellows, etc. Using Manual focus with the camera on a tripod for best results. At macro distances the DOF can be very narrow even at very small apertures.
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My guess is you are using the kit lens hand held with AF on. Shooting at f/22 you will require a lot of light to and or very high ISO to provide a shutter speed high enough to prevent blur due to camera shake. What Shutter speed and ISO were you using (Was the camera choosing)? If the ISO was high part of the problem could be digital noise. The Rule of thumb for Minimum Shutter Speed is: Min. Shutter Speed = 1/ 1.5 x focal length of the lens. Good Luck and Enjoy your Nikons!