ok, Ronnie, let's go step by step.
Assumption: your movie titles are in cells A2, A3, A4, ...
1- in B2 (or, if column B is already being used by some data, in row2 of the
next available column), enter the formula:
=RIGHT(A1,LEN(A1)-(2*(LEFT(UPPER(A1),2)="A "))-(4*(LEFT(UPPER(A1),4)="THE
")))
2- Copy B2: select B2, menu Edit > Copy
3- Paste Down along the data: select B2:Bx (x corresponding to the last row
of data in column A); goto menu Edit > Paste
Now, in column B, you should see all titles without any leading A and THE
4- Sort the data: select A2:Bx, goto menu Data > Sort, the Sort dialog
pops-up, then sort by Column B ascending or descending.
Let me know if you have any difficulty with any of the above steps.