Yes you can, but what you have to have is an additional column with a formula which will exclude the article ('the', 'a' or 'an'). So if the first line of your data is in a1, create a formula in b1 as follows:
=IF(LEFT(A1,2)="A ",RIGHT(A1,LEN(A1)-2),IF(LEFT(A1,3)= "An ",RIGHT(A1,LEN(A1)-3),IF(LEFT(A1,4)="The ",RIGHT(A1, LEN(A1)-4),A1)))
Copy the formula down so that all your data is converted, and then you can hide column B... now when you select your data (be sure to select column B as well), just sort in order of column B and not column A.
Hope this helps!