Shot with a Canon 40D and Sigma 150mm F/2.8 macro lens.
The original image is this:
Yes, the reflection was added using Flaming Pear's Flood plugin. :D
A tip. Notice that there's insufficient space at the bottom for reflection? Well, you can fix this easily in photoshop. Just go to File - New and create a blank layer the same width but twice the height of the original image, then copy the original image over and lastly, flatten it.
Play with the Flood plugin all you want until you get the effect you like. That's it! Enjoy!
This dragonfly shot was taken with natural light, tripod, reflector, 2-second timer, Live View. You don't have to use the timer if you have a remote control or cable release. For more tips on natural light macro photography, check out this post.