Now I've been using TR for a few months, this is one of my top annoyances. You get into the flow of scoping out the tasks for a project and you have to keep continually having to go back up to the parent to add the task. And worse, it then gets added as the last task of the project. Quite often when fleshing out tasks I'm adding them mid-project and not just at the end.
"benz town citizen" is correct; hitting F3 while editing a task should open a new task at the same level, and be added immediately after that task in the order (not to the end).