"Hemiptera" is the technical name for an order of insects comprising over 80,000 species within groups such as the cicadas, aphids, planthoppers, leafhoppers, bed bugs and shield bugs. The informal name for "hemiptera" is "true bugs". The term "true bugs" is important because the word "bugs" is used in some cultures to mean just "insects" in general and of any type.

So, all true bugs are insects, but not all insects are true bugs. The picture is of some true bugs -- aphids.

More Info: en.wikipedia.org