OK, this is what happened: I had a DOS formatted diskette with some exercise files on it and I wanted to add a game from the Online Apple II Disk Server.
I followed the instructions on the website but after I loaded the game (with the NO-FORMAT option) I discovered the DOS files were gone, DiskServer had overwritten the game data instead of writing them on the free space.
So... what are the options in order to load a game on a floppy and preserve the existent data?
Thank you very much for your replies. 
You'll have to use a utility like Ciderpress on the PC to manipulate the information within a disk image. ADD/delete/rename/copy, things like that. Or something like Copy II+ to merge/copy multiple files on the real physical disks.
That's provided the disk image from the disk server is made up of individual files and is not a "full disk" game.
Definitely easier to load games onto a separate floppy, if you have a spare. (Sorry, know that doesn't answer your question!)
Keith, thank you for the reply.
I hoped there was a simpler solution... I think I'll stick with the 1-disk 1-game option.
CWJ_Wilko,
thanks for the reply, yes that's what I think i'm gonna do.