Yes, this is a little annoyance in LR3. LR3 remembers whether or not to stack edited photos from the last editing of a non-Raw photo as a copy. When editing a Raw, it uses the last used choice.
The workaround is to select an arbitrary non-Raw photo (JPEG, TIFF) and choose "edit in PS...". When the dialog appears, set the stacking option at the bottom as you like it (in your case: activate it) and simply dismiss the dialog without actually loading a copy in PS - LR will remember the setting you made. The next time you edit a raw in PS, that remembered setting will take effect (so the new image is stacked with the original Raw again in your case).
P.S. In LR4 this was fixed: The decision whether to stack or not is no longer made in the "edit in..." dialog for non-Raws, but is a fixed configuration in the preferences which applies for both Raws and non-Raws. See also here: http://feedback.photoshop.com/photoshop_family/topics/lightroom_raw_edit_in_photoshop_make _the_stack_with_original_option_available (the problem was solved differently from what I proposed, probably because "Edit in PS..." is supposed never to show any dialogs for Raws, so it was solved as a preferences option instead).
Thanks very much for taking the time to respond, you have solved my problem!