When you ORDER by a non-indexed column, MySQL creates a temporary table to do the ordering. You are collecting a lot of columns -- if you also have a lot of rows being returned, the temporary table could be rather large.
Also if you have not indexed data.dataid AND datalog.dataid then temporary tables will also be used to create the Join
You can isolate the problem this way:
SELECT data.dataname from data, datalog where data.datatype = 'AE Training video' AND data.dataid = datalog.dataid ORDER BY data.dataname
If this gives a disk space error, then you can assume that the JOIN is eating up the diskspace.
If this DOESN'T give a diskspace error, then you can assume it is the VOLUME OF DATA being returned that is causing your problem.
You could also look at the EXPLAIN:
EXPLAIN SELECT data.dataname from data, datalog where data.datatype = 'AE Training video' AND data.dataid = datalog.dataid ORDER BY data.dataname
If you don't understand the EXPLAIN output, you can post it and one of the SQL gurus will help interpret.