If you are wanting to keep the SAME post ALWAYS showing on the first page (as the first post), there are two ways you can do it.
1.) WP has this feature built in (I think it started somewhere around rel 2.8). Edit the post you want to always show as the first one. Under the "Publish" section over on the right-hand side of the screen, you will see a "Visibility" item. Click on it. Some other options will then be visible. One of them is a "sticky" check-box. Click this. Now this post will always show on the first page.
2.) I use a plugin called WP-Sticky. It adds a checkbox similar to the one WP provides, but it adds a couple other bells and whistles that you might want to check out.
Keep in mind what you are trying to accomplish with this. You may be better off making a "page" instead of a "post" and making this page the "static" front page of your site. This is under the "General" settings of your blog. You might want to research how you do this and see if this is more what you want.
