Do you have the vent knob open? Some a/c's do not have a screen on the vent door opening(though most should). Besides that, I'd take the front cover off of the a/c and see if you can see daylight anywhere inside there. I'd also check to see if the unit is sealed around the wall or window. Bugs cant just "come in" through the a/c without a hole being present for them to wiggle through.
I was an a/c repairman for about 8 years and have a decent amount of experience in Florida with window units and Ive seen hornet nests built up in the backside of some units and the bugs couldnt get in the house because the unit had a good seal.
One more thing: Be careful about putting anything, like a screen , in front of your a/c. It could force cold air back onto your thermostat and cause the unit to short cycle. Meaning, the thermostat senses it is cold enough and turns off prematurely and then turns back on real quick because it got a faulty reading.Not good for the circuit breaker or your a/c.
Hope this helps.
Edit: After reading your message again, I think you are talking about the back of the unit? If so, I wouldnt recommend it. Your a/c was designed for the maximum airflow from the case. If you do anything to interrupt the airflow, you lessen the heat removing capacity of the condensing coils out back. Less airflow=less heat transfer=less cooling in your room. Not to mention the stress on the compressor and the dreaded circuit breaker.
Peace
Lounatik