Apart from focus, camera shake is a problem in macro photography.
Macro is photographing things at close range, as Gordon said, i.e. what we're usually trying to do with our klickies. My camera has a setting with a flower to indicate macro, and likes about 12" distance to focus correctly, which is still further away than you might expect.
To eliminate camera shake, I do two things.
First, set the camera on a timer so the pressing of the shutter button doesn't shake the camera (a bigger problem in modern small digital cameras). I have two options 10 seconds (great to set the camera going and then move into the picture) and 2 seconds. The latter is entirely designed to avoid shake.
Second, steady the camera. Use a small tripod (very cheap) or even cheaper, a book, to stand the camera on.
So - put the camera 12" from the subject, use a timer delay on the shutter, and use a tripod or other means to steady the camera. That way you don't even need to be touching the camera when the shutter goes and there's no chance of camera shake!
I use a Pentax S6 for most of my Playmobil photos.