They only way to do this is to actually modify the code, but Alex will
include this in the next version to sort by alphabetical order, so if I
change your code, it will not affect upgrading in the future, just the
current versions. This is what you need to do:

in the file Modify.pm found in admin/Links/User
find the line that starts the subroutine (around line 400):
sub _list_owned_links {

Then inside here, there will be a line:
$link_db->select_options ("LIMIT " . (($nh-1)*$mh) . ",$mh");
(It's about 6 lines down)
replace this with the line:
$link_db->select_options ("ORDER BY Title ASC", "LIMIT " . (($nh-1)*$mh) .
",$mh");