If you mean the contents of the folder, just right-click the folder and "choose sort by name".
If you mean the folders in relation to each other, for some reason you (or at least, I) can only do it by clicking Bookmarks/Organise Bookmarks, and then selecting View/Sorted by Name.
Thanks Rojas. I did as you said and it magically went into alphabetical order just like I want it. However, when I closed the organised menu the list of bookmarks returned to the old order. Why is it not staying?
It's pretty clunky!
Try this:
Bookmarks/Organise Bookmarks
Click on the First folder in the Left Column
Click View/Sorted by Name
Click View/Descending
Click View/Ascending
Close the Bookmarks manager