I don't recall it being possible to insert a column into the DataColumnCollection class. The only method available is Add and it always appends to the end. So to do what you asked, you must clear the existing collection. Add the new column then add back your original 4 columns. Something like
dt.columns.copyto(myarray, 0);
dt.columns.clear;
dt.columns.add(mycolumn);
dt.columns.addrange(myarray);
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