no automatic method since the default playlist stays in the order you have recorded or transferred, but no reason you cannot re-order all your own playlists by simple drag and drop up and down.

Possible options:

If starting from scratch collect all the songs you want on one card in one folder named in alpha order. (If you use a free ripper like audiograbber you can set the automatic track naming to change from say artist/song to song/artist, then all songs titles are naturally in alpha order in that folder. Likewise for mp3s a free tag editor could rename the filenames with song title first if they are named by default artist or album first.) Thus a select all of this folder in the Jukebox record dialogue will put the pc playlist in alpha order automatically, and this order will be automatically checked out to sd card on a select all.

For an existing sd card you could right click in the left playlist pane and create a new playlist, then rename it say "Alpha". Now go to the default playlist, select all songs in the right hand pane, and drag to the empty alpha playlist. Now the alpha playlist contains all the songs on the sd card and you can drag and drop them into alpha order.

The same alpha playlist could be created in the pc playlists, then a select all of that alpha playlist will check out a default playlist to sd card in alpha order automatically.

It would make sense to make the alpha list on the pc because you could then checkout to 2 or 3 cards in default alpha order and have backups instantly available in the event of a card failure... sd is cheap nowadays.