In the Filmstrip on the bottom, when i send a file into Photoshop, it seems to stick the file at the end of the filmstrip and moves me there.
Maybe you sorted your grid view with the default 'import time' parameter... Sorting it by capture time (you have to go to grid view to change it) should resolve the problem then.
I know that there is a panel somewhere in Lightroom that allows you to change the output dpi and I did it. But that didn't stick, it worked for one file or maybe it was one session but when I opened Lightroom the next time it was back to 240dpi.
In LR2 it's just a matter of saving it into a export preset, and I think it's sticky (in a catalog) too. I don't remember if there were export presets in LR1, but would think so.