Can you tell me what insect this is?

This insect is called a Carpet Beetle larva. They often infest house (including mine) and eat just about anything and everything, from your old pair of jeans to the bugs in your insect collection. Here's a site on identification and control:

http://www.ca.uky.edu/entomology/entfacts/ef601.as...

Not sure what it's called, but it turns into a small beetle and it's a pest in the house. It eats cotton. I've found them eating stuffed animals and bed sheets and the cotton heads on a set of drumsticks. Very annoying creature. I've seen them in Missouri and Illinois.

It looks like some sort of beetle larvae. Google beetles that eat sugar you might get somewhere...