You dont say which version you are using, but i use Offcie 2007. And this is how i would do it.
1. Goto the data tab. Highlight the two coloumns including the titles and then sort A to Z. Choosing column A title as what to sort by.
2.With the same items highlighted go to Group,and this will make a group of the whole 2 columns.
3. with the same group highlighted, click SubTotal, and select the tickbox (it will probbaly do this by default) for what ever your column b has been called.
It maybe different on Excel 2003, but the same things would be available from the normal menus.