Thanks, Norse
I use a similar setup. I used to use the camera's macro function, but I've found that you can really improve your photos if you play around with the aperture and shutter speed.
In my experience it's hard to flood the miniature in all the light necessary though (unless you use some kind of professional setup) so I always add brightness and contrast in photoshop afterwards.
Here's a before and after picture of one of my miniatures:
From what I can tell your pictures would benefit from a little Photoshop magic (or whatever program you have access to) as well.