Why does the chain misalign in the lower pulley when shifting to the small front cog? Almost every time I go from the big, to the small, front cog on my SRAM Red 2011 (with a KMC chain), the chain ends in the lower pulley position, as shown in the photo. Why?
Because you're cross-chaining -- creating a bad chain angle.  With any dual derailer bike the chain angle is straighter if you use big front cogs with small rear cogs and vice-versa.  And with bikes with lots of rear cogs the chain angle can get bad enough to cause this situation.

Basically you need to learn to avoid cog combos that create a bad chain angle, and, in particular, when down-shifting on the front you should generally be at least 2-3 cogs away from the smallest on the rear (given you have a 10-speed rear).  (Keep in mind that you should tend to do this naturally if you're making good use of your gear range -- slowly shift down (larger cogs) on the rear as difficulty increases, then shift the front when you're fairly far "downshifted".)

In other words, don't try to muscle ups a hill in a high gear and then downshift with the front when the effort gets too much -- take it in steps.