[whpalmer4]

You aren't alphabetizing your bookmarks when you click on the Label header, you are simply telling OmniWeb to order them by name in that window. The actual order of the bookmarks is unchanged, so when you close the window, the menu is not changed either. If you want them in a different order in the menu, drag them around in the Bookmarks window to reorder them.

If you organize your bookmarks in a structured fashion with the tools provided, you won't care whether it sorts them for you or not because you'll have short, focused lists. Look at the sample bookmarks that come from Omni for examples.