How to choose the last recorded added without sorting
The generic way to access a table in order without a sort is a clustered index, which physically stores the rows in that order. However a table can only have one clustered index. From the documentation:


  PRIMARY KEY constraints create
  clustered indexes automatically if no
  clustered index already exists on the
  table and a nonclustered index is not
  specified when you create the PRIMARY
  KEY constraint.


So if this is your main access pattern for this table, then perhaps making the PK unique nonclustered and (DTime desc, UserID) a composite clustered index is the way to go. But be careful not to optimize for one access pattern at the expense of any others (e.g. is there another part of your app that wants fast lookups by RecordID, you would want to make sure that wasn't suboptimal now).