Not knowing the goal you are trying to accomplish, my first tip will be in line with the other answers. Add rows that can later be sorted using Order By. However, if you really want to insert a row at a specific position in an existing query, this should do it for you. Note that you need to define the columns in QueryNew (), so I provided an example.
<cfquery datasource="cse" name="abc">
select student, teacher from grade
</cfquery>
<cfset abc_new = QueryNew("student,teacher","varchar,varchar")>
<cfloop query="abc">
<cfif CURRENTROW eq 2>
<cfset QueryAddRow(abc_new) />
<cfset QuerySetCell(abc_new,"STUDENT","Tommy Oliver") />
<cfset QuerySetCell(abc_new,"TEACHER","Ms. Appleby") />
</cfif>
<cfset QueryAddRow(abc_new) />
<cfset QuerySetCell(abc_new,"STUDENT",abc.STUDENT) />
<cfset QuerySetCell(abc_new,"TEACHER",abc.TEACHER) />
</cfloop>
<cfdump var="#abc_new#">
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