I just heard back from my sister in law via e-mail who is an absolute water bug expert - LOL! Here's what she wrote:
Wow - awesome photo - and not ver strange at all. It's an adult Mayfly (Ephemeroptera). When fly fisherman are "tying flies" to fish with - this is what they are trying to mimic. The imatures live in the water. I deal mostly with the imatures so I'm not sure what kind of mayfly it is. I do remember something from one of my classes that the dark colored front legs and light collored back legs are a good sign it's a "something". I think it was an Isonychia, but can't remember for sure. Great photo!!