How to alphabetize categories?

My site is at http://reviews.luffy-pirates.com/

I would like to have some things in the right-hand bar alphabetized (links, categories, pages). I’d like to leave the Archive as it is, and leave the Meta as it is too.

Now, I basically know how to get my categories organized, with this code:

<?php wp_list_cats(‘sort_column=name&sort_order=asc’); ?>

But when I use that, it messes up the indentation on my site. (and I lose the custom bullet graphics) I’d like to find a way that I can keep the style of my side-bar looking the same, but still organize categories in alphabetical order, along with their sub-categories. Can this be done with my current template? Any help would be greatly appreciated since I’m rather new to all this.