Well, to be honest, you're the first person to have ever wanted your songs alphabetical in one huge list. Usually, people want to organize them in separate album-based groups.

I know you only have 500 songs, but I think your problem might stem from the fact that the songs are not properly organized on your PC's hard disk and/or their tags are not properly filled out.

Get things organized properly on your hard disk, get them into proper folders, put them into a proper playlist structure, and you'll no longer need them to be sorted alphabetically on the player.

There are a couple of FAQ entries on the subject of how to organize an MP3 collection properly...