I don’t think there’s an easy way to do this, but there are several options.
You could try defining your file with a key.
You could try reorganizing your file with a key.
You could copy the records before the one you need to add to a temporary file, add your record to the temporary file, then copy the records after the record you need to add to the temporary file, then copy them all back.
You could also write an RPG program to allow this.
Maybe it would help if we knew what you’re trying to achieve by this.