Just a note and Kirk will tell if this is normal behaviour or not
I notice this yesterday, when I was trying watermark, before I posted about that "watermark problem" here. I had ftp server running on same machine where I was running also PM, so I was actually sending files from one directory to another one (on same machine) over ftp. When photo came over ftp, only way to show it in Contact sheet was, to close current Contact sheet and reopen it again from Navigator. No rescan/refresh or whatever managed to show it.
Since I was sure that before it was working, I tried one more thing. I copied photo to this directory normaly (via normal Windows copy) and PM showed photo as soon as it landed in this directory. Even without refresh. So yes it's still working normaly (I never tried this over ftp before), but I have feeling that it does matter how photo comes (is copied) to directory currently open in Contact sheet.