Particle System Children
A particle can be made up of other particle systems and the children properties holds the links. New children can be added by right clicking on the list and selecting add.
The lowest child on the list will render above the rest, regardless of distance. You can change particle positions by right clicking them and pressing move up or move down. The parent always renders below all of it's children. Children can also be set to have delays, which are highly useful for complex effects.