This may not be the cleanest way, but here is how I would probably do it.
$lasttitle = "";
$sql = "SELECT * FROM table";
while ($a_row =mysql_fetch_array($sql)
{
$title = substr($a_row[business_name],1); // Get the first letter from the name
$title = strtoupper($title); //This will make the first letter capital.
if ($title != $lasttitle)
{
print "$title";
}
print "$a_row[business_name] and whatever other information will go here"
$lasttitle = $title;
}
Haven't tested this, but it should work. I think I do it a few other ways at work, if this isn't what you are looking for let me know, and I will get my code from work for you.
JAKE