My friend and I are playing the practice levels because her computer doesn't have the requirements needed for it and at the moment we're stuck! We can't find the key for the mechanical insect! We've looked EVERYWHERE! PLEASE HELP US! :-)

quote singsinger24_7

My friend and I are playing the practice levels because her computer doesn't have the requirements needed for it and at the moment we're stuck! We can't find the key for the mechanical insect! We've looked EVERYWHERE! PLEASE HELP US! :-)

Here's a walkthrough page for Cleopatra's Palaces. It's for Tomb Raider: The Last Revelation though.
http://www.tombraiderchronicles.com/tr4/walkthrough/level20.html

It seems to fit your problem, especially the opening note:

"[Note - In order to continue with the game from here without going back to the Temple of Isis again, you need to have brought with you the Winding Key and the Mechanical Scarab. If you do not have them, make sure you get the Black Beetle from here and then return to the previous level (check the walkthrough of the Temple Of Isis level on how you can get the above items). The following walkthrough refers to the second (proper) visit to the level.]"

Stella's walkthroughs are also pretty good. Here's the probable page.
http://www.tombraiders.net/stella/walks/TR4walk/cleopatra.html

Just so you know, yours is the first post on this board in three and a half years. Lucky I was passing through.

Good luck and let me know how it goes.