new Heading for each new post that doesn't start with the same letter as the previous

[shamloo]

I have a database with around 240 posts, how can I make a page working like this:
----------------------------------
this is how the posts looks like in the db
----------------------------------
Ameida, Ingvar
Andersson, Peter
Appelberg, Mikael
Axelsson, Olof
Berg, Niklas
Bergren, Hans
and so on...
----------------------------------
And this is how I want the output to be.
----------------------------------
A
Amedia, Ingvar
Andersson, Peter
Appelberg, Mikael
Axelsson, Olof
B
Berg, Niklas
Bergren, Hans
and so on...
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How shall the page look like, maybe I should even modify the database ?
I do not know, thats why Im asking :D

thanks,
David