There is no sensible way to do this by ignoring something like "The". This simply doesn't work -- "the" might be an article in one case, but not in another. In english, you might have "The Rolling Stones", but what about "The The"? Should they appear as "The The" or "The, The"?. It even gets worse when you consider other languages than english. For example there's the german band "Die Ärzte", where "Die" is the article, so it should sort as "Ärzte, Die". Maintaining a list of "the" like words doesn't work though, since "Die Happy" should not end up as "Happy, Die".
There are basically two sensible solutions to this: make the tags reflect this, i.e. use "Rolling Stones, The" as tag for The Rolling Stones. Or, the more elegant solution: use appropriate sorting tags. I think there was some discussion about this years back, but I haven't found any pointers if Rockbox supports these or not these days.
You could also use the album artist tags (which Rockbox does support), but that fails for albums with more than one artist.