Even with free you have like 3 of them.
Make several layers, every project should have 3 minimum: Background, Main, and, Hud (or GUI).
Set your bottom most sprite (ie the backdrop) to Background layer and then lock the layer.
Set the rest of your sprites to Main unless they are interface or text objects which would be set to Hud/Gui.
When a sprite is selected look to the left hand column under its properties and you will see its current layer setting.
If sprites on the same layer are acting whacky you can set their order using the z-order tool or an event.