I am very confused and every link WMP has doesn't solve my problem. I want to arrange my music library in order of either artist A-Z, or song title
A-Z. How can I do this, and if you can, give me step by step info? I've tried what I could and so far nothing. I really appreciate your help.

With WMP 10 this is quite simple.
Click on the Library tab at the top and then you should have a long list of your music. This is in your 'my music' folder.

Then if you go into the 'library options' on the top bar you can save how its sorted.

Hope this helps