I was just reading the wikipedia article on them and I discovered some interesting info on them:
Fairyfly females are larger than male fairyflies and are also much better at flying than the males. Many species swim submerged under the water using their wings as paddles.
Mating and egg laying may also occur underwater. An individual of these genera of fairyflies can stay underwater for up to 15 days. To exit the water, they climb onto a the stem of a plant that breaks the surface.
Well I'll be damned. I wonder how they do this? Again I wish there wasn't so little on them.
The rest of the info is here: Clicky