I get no picture by following the link. The answers to your questions about what to change will depend on the type of camera you are using. These concepts are basic to photography and are difficult to address in any detail here. Your best bet is to pick up a book of photography basics
A very short, non-precise and non-technical response to your question: depth of field is controlled by aperature (the lower the number, the larger the aperature opening). As aperature increases (number decreases), the depth of field decreases; As aperature decreases (number increases), depth of field increases. In short, as your aperature gets smaller, the depth of the field or area which will remain in focus (i.e. the depth of the space in front of and behind your point of focus) increases. Depending on the type of camera you are using, you may have very little control over these settings (other than the presets) or a great deal of control (Av Mode or Manual).
Hope that helps a little.