Read the comment by @Peter Grill in the OP. As he said, the figure environment is a float. LaTeX will position wherever it think it's convenient. You can force it to put the figure in the place where you include it, with an option [placement specifier]
\begin{figure}[specifier]
...
\end{figure}
You can use "h" (without quotes) for here, "t" for top of the page, "b" for bottom of the page, "p" for a separate page and even "h!", with the exclamation mark overriding all placement rules and putting your figure where you include it, regardless of how bad it will look.
My advice: include your figures and mind their specific position after you're done with everything else. Try to not use " h" as specifier. Most stylistic rules consider than figures should always go at the top or bottom of the page, not on the center and rarely two figures in the same page or column. That's basically what LaTeX tries to do.
Good luck
twocolumnmode? – Werner Jan 08 '15 at 05:51figureenvironment. Thefigureenvironment is a floating environment so it is intended float. – Peter Grill Jan 08 '15 at 06:49\begin{figure*}means "move this content to the top of a following page" so the behaviour you describe is exactly the intention of that markup. – David Carlisle Jan 08 '15 at 09:43\includegraphicsthat shows the image, not thefigureenvironment. – Peter Grill Jan 09 '15 at 03:52xif you just use\includegraphics{..}or just usexit appears in natural order ifrom the source, if you use\begin{figure}x\end{figure}or\begin{figure}\includegraphics{..}\end{figure}then it is a float and will be positioned at a suitable place to get god page breaks. – David Carlisle Jan 09 '15 at 08:40figurepart, i cant usecaption{}label{}and so on – lonesome Jan 11 '15 at 05:17\captionof{figure}{my caption}anywhere. – David Carlisle Jan 11 '15 at 11:39