I would probably throw up! But before that I would call the server over and explain the situation. It's not their fault a fly fell into my soup so I wouldn't make a scene. It may have happened after the soup reached the table.
I would not make a fuss if there is a fly in my soup. However, I would ask the soup to be replaced. Do you know that dipping the whole fly in your soup neutralises the germs that it carry?