Table of Content in Word in alpha~ order

I need to create a Table of Contents in Word 2000 and place the items in Alphabetical order. I have used the Style section to alter all of my headings into Heading one, Heading Two etc. in the document, then created the Table of Contents. Currently the TOC is in numerical order by page number (fairly useless).
As I need to train users, how to do this I am not looking for switches or field coding.

I am feeling very thick at this stage.