I think it sorts based on "Author" in the default view of My Documents. If your PDF's don't have a proper "Title" and "Author" meta data set, you can set them with Calibre or with proper PDF authoring tools.
Funny thing though, it seems to sort by the order of the last name (ie. Arthur Conan Doyle would sort by "D") in the Author field, not sure if the nook pays any attention to the "Author Sort" field that you can set with Calibre. Still playing around with this.
There is a command line tool bundled with Calibre that lets you adjust the Metadata of PDF's:
ebook-meta -a "author" -t "title" <name of your pdf>.pdf
Dave
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