Try using the Bookmarks Sidebar. You can open and close it using Ctrl+b (assuming your cursor isn't in an editable field which captures that for bold/unbold).

Right-click the top-level "Bookmarks Menu" and choose Sort by Name. Similarly, to sort a folder, click to expand that folder and right-click the folder name. (There isn't a feature to sort every bookmark in all folders by name.)

Does it work?

The Views menu in the Bookmarks Manager (Bookmarks > Show All Bookmarks) is for viewing the bookmarks in a different sorting order (hence the name Views) and doesn't sort bookmarks permanently.
Clicking the column header does the same.
If you want to sort bookmarks then you need to right-click a folder and use "Sort By Name" to sort that folder.
You can't sort individual bookmarks, only folders can be sorted this way.

• http://kb.mozillazine.org/Sorting_and_rearranging_bookmarks_-_Firefox