<?php
 $dir = './hoge/';
 $dh = opendir($dir);
 $fnArray = array();
 while(false !== ($fn = readdir($dh))){
 if($fn !== '.' && $fn !== '..' && !is_dir($dir.$fn)){
 array_push($fnArray, $fn);
 }
 }
 closedir($dh);
 $s = preg_replace('/(\S+).php/', '<tr><td><a href="http://hoge/$1.php">$1</a></td></tr>', join($fnArray, "\n"));
echo "$s";
?>

ﾌｧｲﾙ名を取得し終わった後に､sort() で並び替えます｡

<?php
 $dir = './hoge/';
 $dh = opendir($dir);
 $fnArray = array();
 while(false !== ($fn = readdir($dh))){
 if($fn !== '.' && $fn !== '..' && !is_dir($dir.$fn)){
 array_push($fnArray, $fn);
 }
 }
 closedir($dh);

 // ★並べ替え
 sort($fnArray);

 $s = preg_replace('/(\S+).php/', '<tr><td><a href="http://hoge/$1.php">$1</a></td></tr>', join($fnArray, "\n"));

 echo "$s";
?>

sort のﾏﾆｭｱﾙの URL です｡
http://us1.php.net/manual/ja/function.sort.php