Only have 10 minutes before work so cant supply code. (I'm not Erel )
Not that hard to do ...
Your data is sorted. you have a global string variable. (lastChar)
Loop through you data ..
Get the first Character of Next Item... if it does not = lastChar then update variable and load a panel containing label with just this Char (and color panel / label to your liking)
Then load the Item .. and so on and so on.