By supporting themselves by spreading their weight on the surface tension of the water.
ANSWER I :Water has a see-through film on its top layer that is created by surface tension. That means molecules of water are more likely to cling to other molecules of water than to something else. Some insects have a waxy coating on their body/feet. The surface tension of this coating  is much less than water and hence water tends to bond to itself rather than wetting the insect's feet and unless the insect is too heavy, it can remain on top of the water surface. For example, water striders and carpenter ants are so light that they can support themselves by spreading their weight on the surface tension of the water.
 ANSWER II: Insects like the pond skater are able to walk on the surface of water mainly because of two factors. The first is their water-repellent (hydrophobic) cuticle. The cuticle of a pond skater is coated with wax to make it waterproof.Again, the insects are able to maintain floatation or stand on the surface because a sufficiently large amount of its surface area is in contact with the water. The heavier the object, the more surface area is necessary to maintain floatation. As insects are very light weight the area of contact with the water surface is enough for it to prevent it from drowning.