How do you have it numbering the column? Do you have it as a filled series, or is A2=A1+1, A3=A2+1 etc? Are there any empty cells (before you insert of course)?
If you are using the A2=A1+1 method and there are no gaps, try this:
After you insert the row, type something (doesn't matter what it is) in the cell for the numbering. Goto cell A2 (or even the cell above the inserted row) Move your mouse over the drag handle in the lower right corner of the cell. Your cursor will turn intro a "+". Double click. Excel will then copy the formula down the column until it comes to a gap between columns.
Mike