Edit > Preferences > Sorting/Grouping > ignore words xxx when sorting by Artist, Album or Title.
Make sure to tick the box to the left to enable it. In the 'ignore words' field enter The and anything else you want ignored separated by a comma. For example
The, ', A, (, $, #, ", “
You can also right-click on a track or album and go to the Sorting tab. You can then define how you want to sort the track, album, album artist, or artist. Be sure to tick 'enable custom sorting...' at the top of the config window.