As support unresponsive (it’s a shame), I have one solution. We need to change the code of sf-portfolio at includes folder. So, be careful.
You can add the following two lines from row 46:
'orderby' => 'title',
'order' => 'ASC',
You can find more information in WordPress Codex:
http://codex.wordpress.org/Class_Reference/WP_Query#Order_.26_Orderby_Parameters
(Sorry for my English)