I have an almost 4 yr old who last summer was afraid too. She would stay inside rather than playing out. She got over it quickly(a few weeks).I have an idea that may work. Go to Walmart, or whatever toy store, and look for a bug lamp. Its called Backyard Safari. It magnifies bugs, and has a light. Try making it fun, maybe she'll see they're not so scary.
Good luck - these stages can be tricky! :)