Try putting this code into the Worksheet's code area:

Private Sub Worksheet_Change(ByVal Target As Range)

   If Target.Rows.Count = 1 And _
       Target.Address = "$" & Target.Row & ":$" & Target.Row Then
       Range("A" & Target.Row).Formula = "=Row()-1"
   End If

End Sub

To get to the proper place to put the code, right-click on the worksheet's
tab and choose [View Code] from the list.  Copy the above code and paste it
in.  Repeat for all sheets you need this function on.

What it does - it tests to see if you've inserted a row by first asking if
the count of rows in the current selection (Target) is one AND if that is
true, by seeing if the address returned for the Target looks like a row
address,  $6:$6 for example if you'd just inserted a new row 6.

The formula =ROW()-1
returns the row number -1, so at row 6 it would display 5.  I presume that's
what you wanted based on what I saw in your code.

Hope this helps some.