You could import your books into Calibre
http://calibre.kovidgoyal.net/ and then change the metadata to the order you prefer. It took me awhile to figure it out though.
In calibre you've got 2 fields 1."Author" and 2."Author Sort"
Putting "Johnson Peter" in the 1. field will sort your books for your reader (send to device) in the right order, surname first name. Actually I mostly don't bother with the first name, how many mystery writers will be called Christie and not Agatha?
The 2nd field will sort your names for the library management files on your computer (save to disk) where you will see them organized in folders by the name you put in this field and the books are then in that folder "Johnson Peter" in their respective subfolders.
When you do 'adopt' calibre have a look at the tags, they give you the opportunity to order your books in Collections for the reader, I have now 10 collections (1 nice little page) with Classics, Mystery, French, Poetry... you get the idea.
Jelis
P.S. I did not do this with books from the Sony store, I live in Europe, but it works with books bought from elsewhere. Give it a try at least.