Hi,
The brands are sorted based on their "order" value (you can see it on the listing of brands in your backend).
There is no option to change that.
If you really want to change it for yourself, you can change the line:
$query='SELECT a.* FROM '.hikashop_table('category').' AS a '.$left.' WHERE ('.implode(') AND (',$filters).') ORDER BY a.category_ordering ASC';
to:
$query='SELECT a.* FROM '.hikashop_table('category').' AS a '.$left.' WHERE ('.implode(') AND (',$filters).') ORDER BY a.category_name ASC';
in the file administrator/components/com_hikashop/classes/filter.php