Answer:
My first is an insect; my second is a border; my whole puts the face in a tuneful disorder.
Turn us on our backs and open up our stomachs you will be the wisest of men though at start a lummox.
There are millions of me. I am very small but when moving fast I am deadly.
Take off my skin, I won't cry, but you will.
I walked and walked and at last I got it. I didn't want it. So I stopped and looked for it. When I found it, I threw it away.
It is an insect, and the first part of its name is the name of another insect. What is it?