You can change the sort order for the GUI using a tweak.
Tweaks are set in the file tweaks.py, located in your configuration directory. You can find that by going to preferences -> advanced -> Open configuration directory (or something like that).
The documentation for the tweak in question is
Code:
# Control title sorting.
# If set to 'library_order', Leading articles such as The and A will be ignored.
# If set to 'strictly_alphabetic', the titles will be sorted without processing
# For example, with library_order, The Client will sort under 'C'. With
# strictly_alphabetic, the book will sort under 'T'.
# This flag affects Calibre's library display. It has no effect on devices. In
# addition, books added before changing the flag will retain their order until
# the title is edited. Double-clicking on a title and hitting return without
# changing anything is sufficient to change the sort.
title_sorting = 'library_order'