How to configure where Lion fullscreen apps open
Look at System Preferences > Mission Control and see if 'Automatically rearrange spaces based on most recent use' is checked.

When checked, fullscreen windows open to the immediate right.

When unchecked, fullscreen windows open at the far right, after all other desktop spaces.

You can also rearrange desktop spaces by dragging them to the order you prefer in Mission Control.

(I'm running 10.7.3)