Create a query based on the table.  Arrange the columns in query design view
so that LastName is to the left of FirstName.  Choose Ascending as the Sort
Order for LastName and FirstName.
If you like, create an additional field in the query by putting something
like this at the top of a blank column:

FullName:  [FirstName] & " " & [LastName]

or

LastFirst:  [LastName] & ", " & [FirstName]

You could add both fields, depending on your needs.  Now on a form or report
you can select FullName or LastFist as the Control Source of a text box.