Get a list of posts sorted by tag

Hi there, I’d like to build a page (a sort of directory) where i explode a list of all tags and under every tag a list of posts the tag is assigned to.

I looked into codex and googled for a couple of hours, but I can’t find any solution.

It’s a small-sized website (less than 100 posts – not growing – and no more than 20 tags), so I assume that the query won’t heavily load the server.

Can you help me?
Thanks in advance.