Ok, let me know if this is happening to you and then I can report as a glitch. I have 3 measures of music. I go to the first bar where I want to make space for an intro. I go to project / insert time / measures. I get the ability insert I measure and have everything move down. However, what happens is that it deletes your first measure without moving anything down. This would really suck if I had many measures. 

Could it be just my system? A setting? Let me know.m

Ok you have to make sure you select every track and make sure it's blue before you insert a measure. My guess is shift "A" so you get all the tracks didn't try this yet. 

I think that would be CTRL A instead of shift A

Looks like you figured out what's happening there.  I'll mark this post Solved, for now.  Thanks.