Whenever you add a new layer to the Layers palette, it’s always placed above the current active layer. Or, in the case of CS2/CS3, it’s placed above the top most active layers when multiple layers are selected. But there are ways to override this and precisely control where your new layers are placed. First, select the layer just below where you want the new layer placed and add your layer. Or, if you already have a layer active and want the new layer to be located below it in the stacking order, simply [command]-click ([Ctrl]-click in Windows) on the Create A New Layer button at the base of the Layers palette.