This is a bug in JRemote. Two bugs, actually.
1. When you are displaying a list of items that are not sorted alphabetically, JRemote often opens that view in the A-Z sort mode rather than preserving the server-side list sorting.
For example: Loading my "new imports" view which is sorted by "date imported" still defaults to the A-Z sort mode in JRemote.
2. JRemote does not sort the view when it is in thumbnail mode.
If you change the view to either of the other list types, the view is correctly sorted A-Z and the list selector works as expected.
In Thumbnail view, the A-Z sort option changes the list selector at the side, but does not sort the items being displayed.
So the A-Z selector down the side appears to be broken or random, since it's jumping to the first item in a list beginning with that letter, when the list is not sorted alphabetically.
Until it's fixed, you will have to either change the view to something other than thumbnail view for A-Z sorting to work correctly, or change the list sort type away from A-Z to use the regular list selector to scroll through it quickly.
