Entomophobia is an intense fear of arthropods, such as insects and spiders.
Raj admits that "hates bugs" when the guys visit the lab of Entomology Professor Crawley. He screams when Howard runs his fingers over his back imitating an insect. This leads Sheldon to attempt a joke:
Raj: I don't like bugs, okay? They freak me out. Sheldon: Interesting. You're afraid of insects and women. Ladybugs must render you catatonic. [pause] It was a joke, I made it to lessen your discomfort [pause] You're welcome.
About Kunal Nayyar's fear of insects:
The episode proved particularly uncomfortable for cast member Kunal Nayyar (Rajesh) who has an intense fear of bugs. “We had black widows, tarantulas, millipedes, moths and scorpions,” Kunal tells me. “The big joke on set was that I was afraid of bugs, so Johnny Galecki (Leonard) and Simon Helberg (Howard) were always running their fingers down my back like an insect to mess with me. And they kept putting this fake cockroach on me.”
Adds co-star Simon: “It was fun to watch the man squirm. He’s the biggest woos [sic] of all of us. He screamed like a girl when we put a fake bug on his bagel.” (source: SpoilerTV)