Hi Kawaisoonano,
So far there is indeed no possibility to create folders in Kindle. Some days ago (after giving my feedback on the Kindle) I've received an email from Amazon, saying that they plan to solve this problem in the near future. Here's the part of the email I'm referring to:
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Regarding Organizing the Kindle content (folder-structure) :
We have heard from many of you that you would like to have a better way to organize your growing Kindle libraries. We are currently working on a solution that will allow you to organize your Kindle libraries. We will be releasing this functionality as an over-the-air software update as soon as it is ready, in the first half of 2010.
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For me this is really good news!
For the moment I help myself by changing the metadata (titles) of the unprotected files with Calibre in a way that helps me sorting my ebooks. Simply to rename them with the Finder/Explorer doesn't help, as the reader names them by their Metadata not by their file-name.
To arrange the Home-screen of the Kindle in the way that it shows the items in alphabetical order is quite easy: just bring the curser up to the very first line of the home-screen where it says "Showing all XX items" etc. so that this line is underlined. Don't click, simply move the 5-way-controler to the right, then it will show you the options "Most recent first", "Title" and "Author". Move the underline to the way you wanted the books to be sorted (in your case "Title") and click. Then you should get your ebooks in alphabetical order.
Hope this helps, sorry for my bad English,
Momo