Sorting of references is a job for the bibliography style file .bst. The bibliography style you are using cj.bst is set-up to not sort the references, or rather to print them in the order they are cited. \nocite{*} then gives the order they are listed in the bib file.
Reading the file cj.bst you can see that it has been generated by the makebst utility of custom-bib, plus a final bit of hand editing. Fortunately, the bst file tells us that custom-bib was provided with the options
%% merlin.mbs (with options: `seq-no,nm-rev,ed-rev,jnrlst,nmlm,x10,x0,m1,dt-beg,
yr-par,xmth,yrp-x,vol-bf,vnum-x,volp-com,numser,edpar,blk-tit,in-x,pp,ed,abr,xedn,jabr')
The first option seq-no means that references are to be listed in the order they are cited. To effect sorting, we should reproduce this creation process without this first option, as sorting by author name is the default. This may accomplished by creating the file cjj.dbj:
\input docstrip
\preamble
----------------------------------------
*** cj with sort ***
\endpreamble
\postamble
End of customized bst file
\endpostamble
\keepsilent
\askforoverwritefalse
\def\MBopts{\from{merlin.mbs}{%
nm-rev,ed-rev,jnrlst,nmlm,x10,x0,m1,dt-beg,yr-par,xmth,yrp-x,vol-bf,vnum-x,volp-com,numser,edpar,blk-tit,in-x,pp,ed,abr,xedn,jabr }}
\generate{\file{cjj.bst}{\MBopts}}
\endbatchfile
and running latex on this file to produce cjj.bst. Using this style as follows
\documentclass{article}
\begin{document}
\nocite{*}
\bibliographystyle{cjj}
\bibliography{bib}
\end{document}
with bib.bib containing
@Article{test,
author = {Author, First},
title = {Title},
journal = {Jour},
year = 2000
}
@Article{type,
author = {Aardvark, New},
title = {Titling},
journal = {J},
year = 2002
}
produces

with the references sorted by author.
This may be good enough for your purposes. As mentioned above, the file cj.bst contains a couple of edits by hand to change some fine details of the printing of certain references. These are clearly flagged in that file, and it should not be too hard to implement those changes should you be so inclined.
\nocite. May be you are using a style likeunsrt. Please provide details, preferably by including a minimal working example (MWE). – Andrew Swann Jan 9 at 15:02