Sorting the Directory Results in Alphabetical order

I have many items entered in the Directory. Once I click on a main category, it doesn't appear there is much method to how the information is sorted. Looks like maybe they are sorted by post date? It is just a bunch of listings with no real way to sort through them.

Wouldn't it make more sense to order them either in alpha order or by sub-category? How do we accomplish this?

http://visitrockwall.com/business-directory