I'm not familiar with the modes and menus on the F20 but there are some basic principles of focusing with a compact digital camera that apply to most.
From what you wrote, you switch to macro mode for close-up shots. In my experience, macro mode works best when you don't zoom in at all. It's better to physically move closer to the subject, than to zoom. Just don't get too close....the manual will tell you the minimum amount the camera should be held from a subject.
Please explain a bit more about the blurry photos so we can be of more help. Is it actual blur from camera or subject movement, or differences in what's known as depth of field (see below)?
Here are some
basic focus tips:
http://www.digicamhelp.com/learn/toptips/focus-tips.phpAnd some
macro photography tips:
http://www.digicamhelp.com/learn/macro-close/And some information about
depth of field, something very useful to understand when taking close-up shots:
http://www.digicamhelp.com/taking-photos/advanced-techniques/dof.php