Recently, probably on space.com, I read about a wasp that stung its prey twice -- once with a special poison to allow the wasp to control the prey, and then again for some other purpose (paralyzing it, maybe?). The control poison destroyed certain braincells in the prey insect and caused its behavior to change. The wasp implanted an egg or eggs into the prey insect and abandoned it to be eaten alive.
This differed from the usual "wasp implanting eggs" story in that the biologists had discovered that the wasp had evolved a specific poison tailored to changing the prey's behavior in a way that would benefit the wasp.
Anyway, I don't see much reason we wouldn't eventually be able to implant a chip into an insect's brain to steer it around. Sounds like a nifty R/C project.