If you are talking about a query and last name is in a separate field, open
query in design view and in the grid row labeled Sort select Ascending. If
you are sorting by last and first names you must place the last name field to
the left of the first name field in the grid by dragging to the correct
position.
If you are talking about a form then you a query modified as above.
For a report you must use the Grouping and Sorting of the report to have it
list ascending as it will ignore any sorting done in the query.