SQL sort command by first letter

I am looking for a SQL sort command that will only return the columns that begin with a certain letter. I am making a directory of people’s contact info.

This what I got so far:

SELECT * FROM Directory ORDER BY Last Name ASC

This is close to what I am looking for, but it returns everything. I want a command that only returns peoples last names that begin with As, Bs or Cs etc.

select id
     , firstname
     , lastname
     , phone
     , location
  from Directory
 where lastname like 'M%'
    by lastname
     , firstname

Sweet, Thanks!