MyList.AddSorted(newItem, x => x.PROPERTY);

public static void AddSorted<TSource, TKey>(this IList<TSource> list, TSource item, Func<TSource, TKey> keySelector)
{
    Int32 insertPosition = list.Count; // by default add to the end
    if (item.PROPERTY is IComparable<TSource>)
    {
        for (Int32 i = 0;   i < list.Count;   i++)
        {
            if (list[i].PROPERTY.CompareTo(item.PROPERTY) > 0)
            {
                insertPosition = i;
                break;
            }
        }
    }
    list.Insert(insertPosition, item);
}

static void AddSorted(this IEnumerable<MyClass> liste, MyClass addObject, Func<IComparable,MyClass> f)
{
        //...schleife..
        if(f(addObject).CompareTo(f(liste[i]))) > 0)
        {
             liste.InsertAt(i,addObject);
             break;
         }
}
//Aufruf
myList.AddSorted(newObject, p => p.PropertyName);
//todo: sicherstellen, dass die Properties, die Verglichen werden, auch IComparable sind

/// <summary>
/// Add an item to the related position of an already sorted list.
/// By the keySelector parameter you can define which property of the item should be used for comparison.
/// </summary>
/// <typeparam name="TSource">Type of the item, which to insert</typeparam>
/// <typeparam name="TKey">Property of the item, which is used for comparison</typeparam>
/// <param name="list">List where to add the item</param>
/// <param name="item">Item, which to add</param>
/// <param name="keySelector">Definition of the property which to choose for comparison</param>
public static void AddSorted<TSource, TKey>(this IList<TSource> list, TSource item, Func<TSource, TKey> keySelector)
{
    Int32 insertPosition = list.Count; // by default add to the end
    if (keySelector(item) is IComparable<TKey>)
    {
        for (Int32 i = 0;   i < list.Count;   i++)
        {
            if (((IComparable<TKey>)keySelector(item)).CompareTo(keySelector(list[i])) < 0)
            {
                insertPosition = i;
                break;
            }
        }
    }
    list.Insert(insertPosition, item);
}