What about NewItemPlaceholderPosition.AtBeginning? I don't have a code example but that seems to be what you're describing. You could always do what Johan is suggesting and Move or Sort the items in the grid programmatically.
Code example added by Ray Burns:
var view = CollectionView.GetDefaultCollectionView(EmployeeList)
as IEditableCollectionView;
if(view!=null)
view.NewItemPlaceholderPosition = NewItemPlaceholderPosition.AtBeginning;
Note that this requires NET Framework 3.5 or above.
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