Sometimes when you have many instances of a process, it can get pretty ugly to switch between windows, especially when the windows' names are weird...
So, is there a setting to sort these pop-up windows alphabetically and not chronologically?
Two tools come to mind. For multiple console windows, I find using an Expose clone like Switcher for Vista is a far more efficient method.
For the taskbar, try 7 taskbar tweaker which allows you to rearrange toolbars manually. It won't do a alphabetical auto sort however.