When I photographed this back in early June, I assumed that it was some sort of moth but I gave up trying to identify it when I couldn't find anything similar on UK Moths. However, recently I realized that it is not a moth but a caddis fly (order Trichoptera), the clue being that it was in the foliage at the edge of the large lake. Also, if it was a moth then, with antennae that long, it would have to be a longhorn moth, and there are no black longhorn moths, at least not in the UK.
There seems to be a real dearth of good information on caddis flies on the web and consequently I am unable to identify its family, never mind genus and species. [Note added 2011-12-17: I now think it is a Mystacides sp, possibly Mystacides azurea (Trichoptera: Leptoceridae). See the comments below.]
Photos taken in Whiteknights Park, Reading University grounds, Reading, UK, on 2009-06-04.