http://mosquito.wordpress.org/view.php?id=1056

Index: wp-includes/template-functions-category.php
===================================================================
--- wp-includes/template-functions-category.php	(revision 2444)
+++ wp-includes/template-functions-category.php	(working copy)
@@ -1,23 +1,27 @@
 <?php
 
+function compare_cat_name($a, $b) {
+	return strcmp($a->cat_name, $b->cat_name);
+}
+
 function get_the_category($id = false) {
-    global $post, $wpdb, $category_cache;
+	global $post, $wpdb, $category_cache;
 
 	if ( !$id )
 		$id = $post->ID;
 
 	if ( $category_cache[$id] ) {
 		$categories = $category_cache[$id];
-    } else {
+	} else {
 		$categories = $wpdb->get_results("
-		SELECT category_id, cat_name, category_nicename, category_description, category_parent
-		FROM  $wpdb->categories, $wpdb->post2cat
-		WHERE $wpdb->post2cat.category_id = cat_ID AND $wpdb->post2cat.post_id = '$id'
+		    SELECT category_id, cat_name, category_nicename, category_description, category_parent
+		    FROM   $wpdb->categories, $wpdb->post2cat
+		    WHERE  $wpdb->post2cat.category_id = cat_ID AND $wpdb->post2cat.post_id = '$id'
 		");
-    }
+	}
 
 	if (!empty($categories))
-		sort($categories);
+		usort($categories, 'compare_cat_name');
 	else
 		$categories = array();