That would depend on your mail support mode, which you did not mention.
Corporate/Workgroup mode:
Tools menu > Services > Highlight the Outlook Address Book service > Click
Properties > Set sort order
Internet Mail Only:
Tools menu > Address Book > View menu > Sort by

Signature
Russ Valentine
[MVP-Outlook]
> In Office 2000, when in Outlook, when in the email message box, when I
> click
> on "To", the Select Names box lists names by first name in alphabetical
> order. How can I change this to last name in alphabetical order?