ok, when you say 'the first one disappears', are you talking about in your main window or in the layers palette? if you're talking about the main window, this is normal. if it's in the layer's palette, this is abnormal and shldnt happen.
layers are exactly what they sound like, layers. you are laying one thing OVER another. if the one you are laying over another is completely opaque, you wouldnt be able to see the one underneath. it's that simple. if the one on top is semi-transparent, you would be able to see the one on top partially and the one on the bottom partially. if the one on top is fully transparent, you wouldnt be able to see it at all (though it would still be there) and you would see the one on the bottom fully.
that's the basics of it. it really is layers, one layer on top of another. it gets more complex as you do other things with the layers and how the different layers can be partially 'blended' together or 'masked', but that's another story
