Individual column searching (select inputs) sort order

Hi,
When selecting the drop-down menu select menu, the items listed within the menu are sorted case sensitive like this:

A
B
C
a
b
c

How can the items in the drop-down menu be sorted:

A
a
B
b
C
c

(see the capture taken from http://live.datatables.net/gejojiqu/99/edit)

In the attachment, how can the drop-down menu items be sorted as follows:

Edinburgh
edinburgh
London
New York
San Francisco

Thanks,
John