Tools > Sorting and grouping.  In the first row of the dialog box, select
LastName and sort Ascending.  Same for FirstName in the second row.  Select
StudentID for the third row, and set Group Header to Yes.  You can put a
text box in the header, bound to the student's name, if you like.  Set Keep
Together to With First Detail.  In the group header properties, set Force
New Page to Before Section.  (If that doesn't produce the expected results,
try After Section).  To set the Group Header Properties, click into the
header, then click View > Properties.
Since you have provided few details, I have assume that you have a LastName
field, a FirstName field, and that the primary key is the StudentID field.
If otherwise, and if you are having difficulties getting this to work, post
some details of your database structure, including key fields.