A to Z Listing Question

I’m pretty new to WP, and I’m hoping someone could maybe point me in the right direction. I did a lot of searching and came up with the following plugins:

This one appears that I would have to do a little coding and the instructions do not seem complete to me!
http://techslides.com/a-z-category-index-wordpress-plugin/

This one is outdated, but would have worked!
http://wordpress.org/extend/plugins/azindex/

A couple of others that where not what I needed, and I found this one which looked promising minus the 0-9 category. The last comment says that it does not work with WP 3.3.1 and I’m running WP 3.5.1!
http://blog.coderaustralia.com/php-programming/wordpress-a-to-z-postslists

Now for a quick background of what I’m looking for. My site is about music, and you may read the “About Us” page if you are interested in learning a little more. I’m currently using “Categories” for my different news topics. I want to create a category called “Tabs” that will take you to a main page with “[0-9} A B C D…”

On that page I select “A” and a new set of pages will follow with all band names that start with “A” and the song next to it as a hyperlink to a page where you may download or view the tablature for that song.

You may need a little more information and if so just let me know.

My site: http://www.place4musicians.com

Thank you!