When you click on a "+" button in a parent TreeListDataItem and do an insert, the new child item will be inserted after all other child items of the same parent. You can see this in our Insert/Update/Delete demos:
TreeList / Form Template/User Control Edit Form
If this is not how the control behaves on your side, you should make sure that you are correctly updating your database, since it is the parent key value used to decide which would be the parent of a certain item.
All the best,
the Telerik team
If you want to get updates on new releases, tips and tricks and sneak peeks at our product labs directly from the developers working on the RadControls for ASP.NET AJAX, subscribe to their blog feed