Immune to microwaves?

[Robert Miller]

My wife recently bought a second hand microwave oven that just 
happend to be infested with cockroaches.  With one small cockroach
in the cooking chamber I closed the door pluged it into the wall 
turned on the microwave oven.  After a few minutes the cockroach
appeared to be unharmed.

I was trained in electronics not biology so I can not understand
why this small bug would not appear to be effected.  

Can somebody give me the short answer why?

Robert Miller