Kate Rhodes sums it up nicely:
Silly me, I just figured that alphabetical sorting was such a common need (judging by the number of people asking how to do it I'm not wrong either) that I wouldn't have to write the damn thing. But I didn't count on the stupid factor. Jesus Christ people. You're programmers. You're almost all college graduates and none of you know what the f**k "Alphabetical" means. You should all be ashamed. If any of you are using your language's default sort algorithm, which is almost guaranteed to be ASCIIbetical (for good reason) to get alphabetical sorting you proceed to the nearest mirror and slap yourself repeatedly before returning to your desks and fixing your unit tests that didn't catch this problem.
So if you want to sort your lists the right way (instead of the ASCII way), read this.