Your basic query would be
SELECT linkname, LEFT(linkname,1) BETWEEN 'A' AND 'M' as sortkey
FROM mydatatable
ORDER BY sortkey , linkname
This gives
N-Z
A-M
Changing the sort to '... ORDER BY sortkey, linkname DESC' gives
Z-N
M-A
Changing the sort to '... ORDER BY sortkey DESC, linkname DESC' gives
M-A
Z-N
hth