Category list

Hi,
I would like create a list of all the posts in category X organized alphabetically. How can I carry this out?

For example like this:
http://www.venivideovici.com/documentaries/

Whilst keeping this format also:
http://www.venivideovici.com/category/documentary/

I would seriously appreciate any help I can get. 😛
Cheers,
specialkitty