what i want is to insert a new column at the beginning of the table.
And, i just found out that there is no problem with the keyword "FIRST" at all. I read the manual wrongly yesterday.
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ALTER [IGNORE] TABLE tbl_name alter_specification [, alter_specification] ...
alter_specification:
ADD [COLUMN] column_definition [FIRST | AFTER col_name ]
.... .....
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So, to add a column at the beginning of the table, use "alter table my_table add column my_colunm column_definition FIRST". To add a column at any other place rather than the beginning of the table, use "table my_table add column my_colunm column_definition AFTER clolumn_B"