Try creating a new mosaic dataset and specify its projection as Web Mercator so it covers the whole world.
I'm guessing you created a mosaic dataset and added a raster that's in UTM or State Plane coordinates, thus defining one coordinate system for the mosaic dataset, then tried to add another dataset in a different projection. If the projection information for the raster is complete AND the current coordinate system of the mosaic dataset includes your new area, it works automatically. But if your new dataset has coordinates outside the mosaic, and/or the metadata for the new dataset is not complete, the software doesn't know where the image goes.
Let us know what version of ArcMap you're using.
THere is a LOT of good information at http://esriurl.com/ImageryWOrkflows if you have time to read