Hi Kate,
You asked if there were any evidence of new genetic information being incorporated into an organism. While I couldn't access the review article Leolaia had posted, I'd imagine it would have given some nice examples. But lets reconsider the icefish. And if it was in that journal, I'll justify any rehashing by trying to give the Popular Science digest version of it ( To some's chagrin ).
You could say I'm not all that impressed with them. Their adaptations to the extremely cold waters about the antarctic are just tweaks to structures that were already there or even loss of others (e.g. larger gills, loss of scales and skin with much larger capillaries, larger hearts and blood volume, microtubules that are more stable at the colder temperatures, lack of hemoglobin, lack of myoglobin in their muscle, some of the icecycles even lack myoglobin in their hearts....them pale frigid bastards). But they do have a novel feature in that ice water running through their veins, an antifreeze protein, that came about in a sort of hackish but nifty improvised way. A portion of the genetic code for the anitfreeze protein matches a small portion of another unrelated gene of that fish....one having to do with a digestive enzyme. Looks like a small portion of that enzymes' gene was copied over into another location of the fish's genome and with some further changes to that code the antifreeze protein arose. You'd have the mutations being neutral in the beginning, and eventually if something beneficial arises, then selection will keep it in play so to speak.