If your Start Menu Program or Favorites are not sorting alphabetically, it is easy to fix this:

Start Regedit
Go to HKEY_CURRENT_USER/Software/Microsoft/Windows/
CurrentVersion/Explorer/MenuOrder

Under here is are Favorites and Start Menu folders
In each there is a value called Order
Simply delete (or rename this) and restart Winodws
Your Favorites or Start Menus should now sort alphabetically