I'm not sure if this is what you mean, but if it is, what you are actually looking for is called "layers". Layers will let you have one image one each "layer" and placing them in different orders, trasparency, etc. You should always use layer when editing an image, like adding text of merging separated images together.
Try this as a quick reference. Open a new image file of 256x256 pixels. A new window with a white image and the title "Untitled" will be opened. Press CTRL + L to bring the layers menu. There, you should see an icon of a little empty page near a trash can. Pressing the white page icon will open a new layer.
I always edit my images on layers, ratter then images itself. In your case, you may want to create multiple layers and paste your images on each of them.
If you are still having problems finding the new layer bottom, let me know and I can upload a screenshot for you somewhere
EDIT: you might want to check a few tutorials here:
http://www.gimp.org/tutorials/
Here is a nice tutorial about layers and how their actually work:
http://tigert.gimp.org/gimp/tutorials/the_bazaar_1999/
Good luck!