Help Greatly Appreciated...

I don't know what it is!

We took the kids and dogs down to the river today because it was such fantastic weather. We had a bit of a picnic and the kids and dogs amused themselves in the water while Dawn worked on her uni work and I plodded around with my camera. After a while I borrowed Dawn's camera because it is brilliant at macro. I took a few shots of flowers then went for a look under the bridge where I spotted this "insect" and merrily took some shots of it and then the "moth" just behind it. It was only when I got them home and onto the computer that I realised it wasn't quite what I thought I was taking pictures of.

I'm not very well up on insects, but after looking at the other pictures I have come to the conclusion that the moth has come from inside this "casing" above (but I could be completely wrong!). If anyone is can shed any more light on the matter it would be appreciated.

Another side shot

Visible "casing"

"Moth" (that is behind and to the right on the picture above)

Thanks