Here is a link to an article that gives you the steps to change the way the
address book sorts your contacts,
http://support.microsoft.com/default.aspx?scid=KB;EN-US;319142. As for your
second question the Outlook Address Book does not really hold any data it
is actually just a service that is used to display the contacts in the
Contacts folder in an address book format so you can't have it contain
contacts. You can however make it open to the Contacts folder automatically
so you don't have to switch it each time. To this open the address book and
then go to Tools ->Options in the address book. In the drop down list
labeled "Show this address list first:" select the Contacts folder and then
click OK.

I hope this information is helpful.

Robert Findlay  
Partner Technical Lead -- BizApps
Microsoft Technical Support for Platforms and Business Applications