Navigate Posts by First Letter

Hi,
On this page: http://www.beta.cornhillartsfestival.com/artists/ I would like a list of the alphabet so one can click on the letter and be directed to those artists(posts) beginning with that letter.

I tried WP-Snap and it did not work. After proper implementation it would not return the correct posts. There is also limited help for that plugin.

Can someone please point me in the right direction?

Thank you!