How to display data from database alphabetically under alphabet headings

Question

Hi,

I have a database with a table called merchant and it has the following fields :
1)MerchantID - GUID      - Merchants ID
2)MerchantName - varchar(50) - Name of the merchants
3)MerchantPoints - varchar(50) - Points the merchants give
4)MerchantURL - varchar(100) - website of the merchants

 

I am using asp.net and C#. I want the records from the merchant table to be displayed in the following format

alphabetically with the corresponding alphabets as headers and the corresponding data under each header.

Example
--------

A

Amazon
American Express
Avon

B

Barnes & Nobles
Bath and Body

C

Corbis
Countdown
Cosmetic Mall
Crayola Stores

D

Direct2Drive
Discount Contact Lenses
DogToys.com

and so on. And each of the above merchant name must be linked to the MerchantURL in the merchant table.
I have just started programming in C# can sometell me which is the best way to do it.

Thanx in advance,

Sophia