Can't be done quickly... sorting is done on the field contents without context awareness, so Tim McGraw is simply a string of text and MC doesn't know it's a person rather than a band...
You would either have to rename all your artists by Surname, Name convention so that the sort works or use different fields, ie set up your own field, eg Artist Sort, and copy all the Artist fields over then edit all the people to surname, name format and sort on that field instead. That way you have two fields, the original and your own user field.
Alternatively you just get used to alphabetical sorting regardless of whether the artist is a person or a group.
Mark