I would like to be able to have a column sorted alphabetically contiuously.
In other words, whenever data is entered, the whole column gets arranged
alphabetically without having to "click' on the sort function.

I am not a power user of excel, but I now understand the basics of running a
macro. I have been guided to use the following macro example and adapt it to
my worksheet. I have tried a few changes, but I cannot get it to work. Lets
say the filename is "mybook" and the worksheet name is "sheet1" and the
range I want to sort automatically is B1:B20

           Private Sub Worksheet_Change(ByVal Target As Range)

           Columns("B:B").Select
               Selection.Sort Key1:=Range("B1"), Order1:=xlAscending

           End Sub

However, I am not sure exactly which part I need to change in this code, for
it to work on my worksheet.

Thanks.