Okay I placed the following code in category.php
<?php
$posts = new WP_Query("cat=$cat&orderby=title&order=ASC&showposts=-1");
if ($posts->have_posts()) :
for($i='A';$i!='AA';$i++) :
?>
<?php
while ($posts->have_posts()) :
$posts->the_post();
if( $i == strtoupper(trim(substr($post->post_title, 0, 1))) ) :
if( !$a_z_header ) :
$a_z_header = 1;
?>
<h3 id="<?php echo $i; ?>"></a><?php echo $i; ?></h3>
<ul>
<?php
endif;
?>
<li><a href="<?php the_permalink(); ?>" rel="bookmark" title="<?php the_title_attribute(); ?>"><?php the_title(); ?></a></li>
<?php
endif;
endwhile;
?>
</ul>
<?php
$a_z_header = 0;
endfor;
endif;
?>
And got the following errors:
WordPress database error: [Table 'vgarchives.wp_categories' doesn't exist]
SELECT cat_ID FROM wp_categories WHERE category_nicename = 'xbox'
Warning: Cannot modify header information - headers already sent by (output started at /home/content/s/h/o/shockon/html/vgarchives/wp-includes/wp-db.php:160)