This is especially true if each of your screens are completely filled with the maximum of 16 icons, as something will have to shuffle off to another page while you're dragging -- and if you drop the new program onto a full screen, you'll then need to go find the application that got shuffled away, and move that one to its desired location, too.
To avoid this, just leave an empty spot on each screen, placing only 15 icons per screen. This solves the drag-arrange issue noted above. As you drag from screen to screen, no icons will jump off the page, as there's room to fit the one you're dragging around. The other advantage to leaving an empty spot is that -- assuming you only install one program at a time -- newly installed programs will always appear in the final position on the iPhone's main screen. This insures that none of my carefully-arranged pages are messed up by a new app install. I can also easily find the newest addition to my iPhone, and then drag it to the desired screen.
This is a simple tip, but I've found it makes the (still not pleasant) task of placing newly-installed app icons much easier. Of course, it also means you'll need more screens to manage your applications, as you're giving up one icon spot per page. For me, though (at least until I get closer to the 148 program limit), that's a minor inconvenience.

