Thanks for the great plugin. Just wanted to share the change I made to order by parent category name. I joined the tables wp_term_taxonomy and wp_terms to get the category name from wp_terms; then ordered by name. My modified version of the plugin code that generates the SQL query to retrieve the parent category is below. I hardcoded the table names and relied on the default sort order; but this could be made more elegant and general, I'm sure.
Following is the modified code.
// Get parent categories only
$sql = "SELECT wp_term_taxonomy.term_id, wp_term_taxonomy.term_taxonomy_id, wp_terms.name FROM " . $table_prefix ."term_taxonomy, wp_terms WHERE wp_term_taxonomy.taxonomy = 'link_category' AND wp_term_taxonomy.term_id = wp_terms.term_id ORDER BY wp_terms.name";