It seems odd to me that when you try to zoom in sometimes it moves the lens back a bit then forward a bit
Heheh...that's called "autofocus"!!
Let's try this for you:
You have a large display screen on your camera. You should watch it when you're zooming in because it's showing you exactly what the camera is seeing. If your display is out of focus, so will the picture.
Move the camera in to frame the picture to your liking. Half-press the shutter, and this initiates autofocus (that's where your lens barrel moves back and forth). After it stops focusing, look at your display to see the image. If it's in focus, press the shutter the rest of the way to take the picture. If it's NOT in focus, then the camera couldn't focus at the distance you attempted, so move the camera back a tad and repeat as above.
Another thing you want to keep in mind is that your coin doesn't HAVE to fill the frame. You have a TWELVE MEGAPIXEL camera there, and that gives you a LOT of leeway.
Back the camera off until the coin is only taking up part of the frame, and then focus and shoot. In fact, it's possible you don't even need to use the macro at all - just use standard techniques to get a focused, well toned image.
Then take that 12 mp image into photoshop or whatever image editor you use, and crop the section with the coin in it to your liking. You'll see that you STILL end up with an image that's probably 2k pixels square!
If you want to post that picture to this forum using the uploader here, you'll still have to resize that picture so that it's no larger than 800 pixels on the largest edge.
And that's what I mean by a 12 mp camera giving you a wide range of latitude.
So just hack around with it, and you'll get the hang of it.