You can simply pass the letter selected by the user as a parameter to the
stored procedure and then pull the list. The stored procedure can be
something like this:

CREATE PROCEDURE GetTitles(
@letter NVARCHAR(1))
AS
SELECT title_id, title
FROM Titles
WHERE title LIKE @letter + '%'
ORDER BY title

Anith has a good suggestion to create a computed column on LEFT(title, 1)
that is indexed. Then the WHERE filter will be computed_column = @letter.

HTH,

Plamen Ratchev
http://www.SQLStudio.com