Not knowing the goal you are trying to accomplish, my first advice would be along the lines of the other answers. Add rows that you can subsequently sort using Order By. However, if you really just want to inject a row at a specific position in the existing query, this should do it for you. Note you'll need to define the columns in the QueryNew(), so I've provided a sample case.
<cfquery datasource="cse" name="abc">
select student, teacher from grade
</cfquery>
<cfset abc_new = QueryNew("student,teacher","varchar,varchar")>
<cfloop query="abc">
<!--- ADD NEW DATA TO QUERY AT ROW 2 --->
<cfif CURRENTROW eq 2>
<cfset QueryAddRow(abc_new) />
<cfset QuerySetCell(abc_new,"STUDENT","Tommy Oliver") />
<cfset QuerySetCell(abc_new,"TEACHER","Ms. Appleby") />
</cfif>
<!--- COPY ORIGINAL DATA TO QUERY, ROW NUMBERS NOT PRESERVED --->
<cfset QueryAddRow(abc_new) />
<cfset QuerySetCell(abc_new,"STUDENT",abc.STUDENT) />
<cfset QuerySetCell(abc_new,"TEACHER",abc.TEACHER) />
</cfloop>
<cfdump var="#abc_new#">