Version: 0.8 (using 4.3.3 (KDE 4.3.3), Gentoo)
OS: Linux (i686) release 22.214.171.124
Therefore to sort them one has to switch to "Kickoff Menu Style" but then the option settings are lost (bug #221076).
issue still appears in 4.4.3, Favourites should be able to dispaly sorted alphabetically.
*** This bug has been marked as a duplicate of bug 108419 ***