This is an issue with TouchWiz, Samsung's own skin they put over Android, which is why the thread was moved.
Short answer - no. The only way I know of is to reset TouchWiz, which will also remove all your widgets. This was one of the reasons why I soon got ADW.Launcher instead, it is excellent. It will sort apps alphabetically, and also you can choose between pages (as in TouchWiz and the iPhone, which, let's face it, TouchWiz borrows heavily from), or a vertical grid like other Android phones.