Using the Selection tool, click the out port at the point in the story where you want to add a frame. When you release the mouse button, a loaded text icon appears.

Drag to create a new frame, or select a different text frame. InDesign threads the frame into the series of linked frames containing the story.

I may be interpreting this question differently. I see this as a question about how to add text in the middle of a text thread, rather than at the end. If that's the case, the bad news is that you are going to have to continue to paste the text into the position in the existing threaded text that you want it to occupy.

ID can thread a new EMPTY frame into the middle of a an existing thread, and the existing text will flow into and out of the new frame as if it had been there originally. You cannot, however, thread a frame filled with text int the middel of another frame, only onto either end. (Perhaps I shouln't say cannot as an absolute here -- some of the scripters are pretty clever and may have devised a script to automate cutting the text from the new frame, pasting it at the exisiting point where the frame boundary exists, then adding the empty frame to the thread so things flow through it.)

If the problem is that you need more space after adding new text to a thread, take a look at smart text reflow in the help files. This adds behavior similar to that in Quark where new frames are added automatically.

Did you follow Paul's instructions in post 1?

Click the outport of frame one, then move the loaded cursor inside frame 2 (it should change to be surrounded by parentheses) and click. It sounds like you are clicking on a guide, which could easily happen if the new frame is snapped to the margins, so ID is ignoring the frame you already drew. That shouldn't happen if you click inside it. Make sure you don't click on any sort of guide.