<form action="" name="custom_order" method="POST">
    <p> sort order:
        <select name="CU_Order" id="CU_Order">
            <option value="ASC">A-Z</option>
            <option value="DESC">Z-A</option>
        </select>
    </p>
    <p>
        <input type="hidden" name="cs_action" value="custom_sort_order">
        <input type="submit" name="submit" value="sort">
    </p>
</form>

add_action( 'pre_get_posts', 'change_sort_order' );
function change_sort_order(&$query){
    if (isset($_POST['cs_action']) && $_POST['cs_action'] == 'custom_sort_order'){
        global $wp;
        if (isset($wp->query_vars["CU_Order"])){
            $query->set( 'order', $wp->query_vars["CU_Order"] );
        }
    }
}

add_filter('query_vars', 'add_custom_order_query_vars');
function add_custom_order_query_vars($vars) {
    // add CU_Order to the valid list of variables
    $new_vars = array('CU_Order');
    $vars = $new_vars + $vars;
    return $vars;
}