Spiders are not in the class Insecta, they are, in fact arachnids. Insects are defined by their three sets of legs and three body segments, whereas arachnids have two body segments and four sets of legs. A roach is an insect, a spider or scorpion is not.

*Laughs* There's the zoology major in me. ^_^

If you're going by dictionary definitions, an insect is also an insignificant person, but that would be a really wierd thing to be afraid of!