The only sensible way in doing something like this is by adding proper sort tags.
Main problem is that you can't just ignore "The". Depending on the language you'd need to ignore other articles, and since they depend on the language of the name, not your language (if it would be your language it would be fairly simple

) you can't simply ignore "The". For example, in Germany there's the band "Die Ärzte", which would literally translate to "The Doctors". Now you'd need to ignore "Die" too. Which in turn would fail for the band "Die Happy", which then would end up as "Happy, Die", which is wrong. So the only proper solutions: (1) put the tags / filenames accordingly, so they either leave out the article or put it as "Cure, The", and (2) use sort tags (i.e. additional tags that only hold the artist / title as to be used for sorting.) I don't know about the state of support for (2) in Rockbox though.
If you ask me the only really sensible solution is to use sort tags and makeRockbox supports these (if it doesn't already.)