Some species of water striders have wings. It could, conceivably have been one of them. Although I think it sounds more like some kind of diptera or perhaps something in the lacewing line. I suspect that two pairs of legs were kept together so that it appeared to have only for legs, instead of 6.

http://en.wikipedia.org/wiki/Water_strider

With regards to your bug what color(s) was it? What color were the wings? Did the wings protrude behind the body? Were there any veins clearly visible in the wing. Were the wings shiny or dull?

Methinks your bug has stirred up a can of worms.


Regards,
Ed